Straight-line models in star-shaped mixtures |
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| Authors: | D R Jensen |
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| Institution: | (1) Department of Statistics, Virginia Polytechnic Institute and State University, 24061-0439 Blacksburg, VA, USA |
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| Abstract: | Normal-theory inferences are validated in part for straight-line models having star-contoured errors. Adverse effects for
the intercept include inconsistent estimation and disturbances in levels of the standard tests. Tests for slope remain exact
in level; they are unbiased; and their power through mixing typically dominates the standard Gaussian case. Bounds on level,
and envelopes for power curves, are given for certain ensembles and mixtures of distributions, and these are evaluated numerically
for selected cases. Effects of mixtures on model diagnostics are examined further. |
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| Keywords: | Linear inference nonstandard assumptions equicorrelated errors mixtures |
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