Abstract
Estimators of parameters are derived by using the method of modified maximum likelihood (MML) estimation when the distribution of covariate X and the error e are both non-normal in a simple analysis of covariance (ANCOVA) model. We show that our estimators are efficient. We also develop a test statistic for testing a linear contrast and show that it is robust. We give a real life example.
Acknowledgements
Thanks are due to the referee for very useful comments. The author is also very grateful to Professor M. L. Tiku for his help and advice.