Permutation tests of scale using deviances
- UNCG Author/Contributor (non-UNCG co-authors, if there are any, appear on document)
- Scott J. Richter, Professor (Creator)
- Institution
- The University of North Carolina at Greensboro (UNCG )
- Web Site: http://library.uncg.edu/
Abstract: Robust tests for comparing scale parameters, based on deviances—absolute deviations from the median—are examined. Higgins (2004) proposed a permutation test for comparing two treatments based on the ratio of deviances, but the performance of this procedure has not been investigated. A simulation study examines the performance of Higgins’ test relative to other tests of scale utilizing deviances that have been shown in the literature to have good properties. An extension of Higgins’ procedure to three or more treatments is proposed, and a second simulation study compares its performance to other omnibus tests for comparing scale. While no procedure emerged as a preferred choice in every scenario, Higgins’ tests are found to perform well overall with respect to Type I error rate and power.
Permutation tests of scale using deviances
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Created on 11/1/2017
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Additional Information
- Publication
- Communications in Statistics: Simulation and Computation, 46(7), 5553-5565
- Language: English
- Date: 2017
- Keywords
- Deviance, Medians, Scale, Permutation test, Robust test