Details
| Original language | English |
|---|---|
| Pages (from-to) | 1593-1608 |
| Number of pages | 16 |
| Journal | Computational statistics |
| Volume | 29 |
| Issue number | 6 |
| Publication status | Published - 6 Jun 2014 |
Abstract
Investigations focusing on differences in scale parameters across multiple samples appear in various scientific fields, e.g., when assessing measurement precision. In such cases a natural order of groups often suggests itself, which can be exploited by tests involving ordered alternatives. We propose multiple contrast tests with order-restriction based on robust Levene residuals as a powerful approach to detect scale differences between several groups. The proposed method is applied to a real data set and also extensive simulation is conducted to assess power and robustness against non-normality.
Keywords
- Multiple contrasts, Heterogeneous variances, Levene residuals, Order-restricted inference, Trend test
ASJC Scopus subject areas
- Mathematics(all)
- Statistics and Probability
- Decision Sciences(all)
- Statistics, Probability and Uncertainty
- Mathematics(all)
- Computational Mathematics
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In: Computational statistics, Vol. 29, No. 6, 06.06.2014, p. 1593-1608.
Research output: Contribution to journal › Article › Research › peer review
}
TY - JOUR
T1 - A Levene-type test of homogeneity of variances against ordered alternatives
AU - Pallmann, Philip
AU - Hothorn, Ludwig A.
AU - Djira, Gemechis D.
N1 - Funding Information: The work of the second author (LAH) was partly supported by the German Science Foundation grant DFG-HO1687. The authors wish to thank the editor and two anonymous referees for hints and suggestions that helped improve the manuscript.
PY - 2014/6/6
Y1 - 2014/6/6
N2 - Investigations focusing on differences in scale parameters across multiple samples appear in various scientific fields, e.g., when assessing measurement precision. In such cases a natural order of groups often suggests itself, which can be exploited by tests involving ordered alternatives. We propose multiple contrast tests with order-restriction based on robust Levene residuals as a powerful approach to detect scale differences between several groups. The proposed method is applied to a real data set and also extensive simulation is conducted to assess power and robustness against non-normality.
AB - Investigations focusing on differences in scale parameters across multiple samples appear in various scientific fields, e.g., when assessing measurement precision. In such cases a natural order of groups often suggests itself, which can be exploited by tests involving ordered alternatives. We propose multiple contrast tests with order-restriction based on robust Levene residuals as a powerful approach to detect scale differences between several groups. The proposed method is applied to a real data set and also extensive simulation is conducted to assess power and robustness against non-normality.
KW - Multiple contrasts
KW - Heterogeneous variances
KW - Levene residuals
KW - Order-restricted inference
KW - Trend test
UR - http://www.scopus.com/inward/record.url?scp=84912022096&partnerID=8YFLogxK
U2 - 10.1007/s00180-014-0508-z
DO - 10.1007/s00180-014-0508-z
M3 - Article
AN - SCOPUS:84912022096
VL - 29
SP - 1593
EP - 1608
JO - Computational statistics
JF - Computational statistics
SN - 0943-4062
IS - 6
ER -