Analysis of covariance by assuming a skew normal distribution for response variable

Authors : Afshin FALLAH, Zahra GOODARZİ

Pages : 1805-1818

View : 14 | Download : 5

Publication Date : 2016-12-01

Article Type : Research Paper

Abstract :The traditional theory of analysis of covariance insert ignore into journalissuearticles values(ANCOVA); is based on normality assumption, while in many real world applications the data violate normality and this theory is not adequate. In this paper, we expand a model for analysis of covariance with a skew normal response variable. The maximum likelihood estimates of the model parameters are provided via an EM algorithm. We also developed asymptotic confidence intervals for parameters. A simulation study is performed to assess the performance of the proposed model. The methodology is illustrated using a real data set.
Keywords : Analysis of covariance, skew normal, maximum likelihood, EM algorithm