Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
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Authors: Jeff T. Terpstra, Joseph W. McKean
Title: Rank-Based Analysis of Linear Models Using R
Abstract: It is well-known that Wilcoxon procedures out perform least squares procedures when the data deviate from normality and/or contain outliers. These procedures can be generalized by introducing weights; yielding so-called weighted Wilcoxon (WW) techniques. In this paper we demonstrate how WW-estimates can be calculated using an L1 regression routine. More importantly, we present a collection of functions that can be used to implement a robust analysis of a linear model based on WW-estimates. For instance, estimation, tests of linear hypotheses, residual analyses, and diagnostics to detect differences in fits for various weighting schemes are discussed. We analyze a regression model, designed experiment, and autoregressive time series model for the sake of illustration. We have chosen to implement the suite of functions using the R statistical software package. Because R is freely available and runs on multiple platforms, WW-estimation and associated inference is now universally accessible.

Page views:: 11573. Submitted: 2004-04-06. Published: 2005-07-01.
Paper: Rank-Based Analysis of Linear Models Using R     Download PDF (Downloads: 13489)
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wwcode.zip: wwcode Download (Downloads: 1575; 43KB)
wwwcode2.zip: wwcode (Updated 1/14/07) Download (Downloads: 1446; 43KB)
DOI: 10.18637/jss.v014.i07

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.