Modified tests for comparison of group means under heteroskedasticity and non-normality caused by outlier(s)

Mustafa CAVUS; Berna YAZİCİ; Ahmet SEZER

Makale detayları

Modified tests for comparison of group means under heteroskedasticity and non-normality caused by outlier(s)

Yazarlar:

Mustafa CAVUS | Berna YAZİCİ | Ahmet SEZER

Yayıncı:

Hacettepe University

Ana Başlıklar:

Matematik

Dergi:

Hacettepe Journal of Mathematics and Statistics 2017 Vol.46 Issue 3, pp.493-510

Belge Tipi:

Makale

Yayın Tarihi:

5/2017

Belge Dili:

İngilizce

Document ID (Org No.):

2000452271

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X

Özet:

 

There are several approximate tests proposed such as Welch's F-test (W), the Parametric Bootstrap Test (PB) and Generalized F-test (GF) for comparing several group means under heteroskedasticity. These tests are powerful and have nominal type 1 error rates but they are not performing satisfactorily under non-normality caused by outlier(s). To handle this problem, we investigate tests that are powerful and provide nominal type 1 error rates by using robust estimators both for location and scale parameters. The performance of the modified tests are examined with Monte-Carlo simulation studies. Results of simulations clearly indicate that Generalized F-test modied with Huber's M-estimators achieves the nominal type 1 error rate and provide higher power than alternative methods.

Makale detayları

Modified tests for comparison of group means under heteroskedasticity and non-normality caused by outlier(s)

Yazarlar: Mustafa CAVUS | Berna YAZİCİ | Ahmet SEZER

Yayıncı: Hacettepe University

Ana Başlıklar: Matematik

Dergi: Hacettepe Journal of Mathematics and Statistics 2017 Vol.46 Issue 3, pp.493-510

Belge Tipi: Makale

Yayın Tarihi: 5/2017

Belge Dili: İngilizce

Document ID (Org No.): 2000452271

Sıklık: İki Aylık

eISSN: 2651-477X

pISSN: 2651-477X

Sayı

Yazarlar:

Mustafa CAVUS | Berna YAZİCİ | Ahmet SEZER

Yayıncı:

Hacettepe University

Ana Başlıklar:

Matematik

Dergi:

Hacettepe Journal of Mathematics and Statistics 2017 Vol.46 Issue 3, pp.493-510

Belge Tipi:

Makale

Yayın Tarihi:

5/2017

Belge Dili:

İngilizce

Document ID (Org No.):

2000452271

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X