In typical normal theory regression, the assumption of homogeneity of variances is often not appropriate. Instead of treating the variances as a nuisance and transforming away the heterogeneity, the structure of the variances may be of interest and it is desirable to model the variances. Aitkin (1987) proposes a parametric dual model in which a log linear dependence of the variances on a set of explanatory variables is assumed. Aitkin's parametric approach is an iterative one providing estimates for the parameters in the mean and variance models through joint maximum likelihood. Estimation of the mean and variance parameters are interrelatedas the responses in the variance model are the squared residuals from the fit to the means model. When one or both of the models (the mean or variance model) are misspecified, parametric dual modeling can lead to faulty inferences. An alternative to parametric dual modeling is to let the data completely determine the form of the true underlying mean and variance functions (nonparametric dual modeling). However, nonparametric techniques often result in estimates which are characterized by high variability and they ignore important knowledge that the user may have regarding the process. Mays and Birch (1996) have demonstrated an effective semiparametric method in the one regressor, single-model regression setting which is a "hybrid" of parametric and nonparametric fits. Using their techniques, we develop a dual modeling approach which is robust to misspecification in either or both of the two models. Examples will be presented to illustrate the new technique, termed here as Dual Model Robust Regression. / Ph. D.
| Identifer | oai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/11244 |
| Date | 15 April 1997 |
| Creators | Robinson, Timothy J. |
| Contributors | Statistics, Birch, Jeffrey B., Myers, Raymond H., Smith, Eric P., Terrell, George R., Coakley, Clint W. |
| Publisher | Virginia Tech |
| Source Sets | Virginia Tech Theses and Dissertation |
| Detected Language | English |
| Type | Dissertation |
| Format | ETD, application/pdf, application/pdf, application/pdf, application/pdf, application/pdf, application/pdf, application/pdf, application/pdf, application/pdf, application/pdf, application/pdf, application/pdf, application/pdf, application/pdf, application/pdf, application/pdf, application/pdf, application/pdf, application/pdf |
| Rights | In Copyright, http://rightsstatements.org/vocab/InC/1.0/ |
| Relation | timdis.pdf, Absmic.PDF, TabContm.PDF, listfig.pdf, listtab.pdf, chap1.pdf, Chap2.pdf, chap3.pdf, chap4.pdf, chap5.pdf, chap6.pdf, chap7.pdf, chap8.pdf, chap9.pdf, appena.pdf, appenb.pdf, appenc.pdf, append.pdf, biblio.pdf, vita.pdf |
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