A robust modification of the ordered-heterogeneity test

Research output: Contribution to journalArticleResearchpeer review

Authors

  • Markus Neuháuser
  • Ludwig A. Hothorn

Research Organisations

External Research Organisations

  • University of Duisburg-Essen
View graph of relations

Details

Original languageEnglish
Pages (from-to)721-727
Number of pages7
JournalJournal of applied statistics
Volume33
Issue number7
Publication statusE-pub ahead of print - 21 Nov 2006

Abstract

An ordered heterogeneity (OH) test is a test for a trend that combines a non-directional heterogeneity test with the rank-order information specified under the alternative. We propose two modifications of the OH test procedure: (1) to use the mean ranks of the groups rather than the sample means to determine the observed ordering of the groups, and (2) to use the maximum correlation out of the 2k-1 - 1 possibilities under the alternative rather than the single ordering (1, 2, ⋯, k), where k is the number of independent groups. A simulation study indicates that these two changes increase the power of the ordered heterogeneity test when, as common in practice, the underlying distribution may deviate from a normal distribution and the trend pattern is a priori unknown. In contrast to the original OH test, the modified OH test can detect all possible patterns under the alternative with a relatively high power.

Keywords

    Comparing more than two groups, k-sample test, Non-parametric tests, Spearman's rank correlation, Tests for trend

ASJC Scopus subject areas

Cite this

A robust modification of the ordered-heterogeneity test. / Neuháuser, Markus; Hothorn, Ludwig A.
In: Journal of applied statistics, Vol. 33, No. 7, 21.11.2006, p. 721-727.

Research output: Contribution to journalArticleResearchpeer review

Neuháuser, M., & Hothorn, L. A. (2006). A robust modification of the ordered-heterogeneity test. Journal of applied statistics, 33(7), 721-727. Advance online publication. https://doi.org/10.1080/02664760600708954
Neuháuser M, Hothorn LA. A robust modification of the ordered-heterogeneity test. Journal of applied statistics. 2006 Nov 21;33(7):721-727. Epub 2006 Nov 21. doi: 10.1080/02664760600708954
Neuháuser, Markus ; Hothorn, Ludwig A. / A robust modification of the ordered-heterogeneity test. In: Journal of applied statistics. 2006 ; Vol. 33, No. 7. pp. 721-727.
Download
@article{c8869b960e994e638e16ee959c4c0700,
title = "A robust modification of the ordered-heterogeneity test",
abstract = "An ordered heterogeneity (OH) test is a test for a trend that combines a non-directional heterogeneity test with the rank-order information specified under the alternative. We propose two modifications of the OH test procedure: (1) to use the mean ranks of the groups rather than the sample means to determine the observed ordering of the groups, and (2) to use the maximum correlation out of the 2k-1 - 1 possibilities under the alternative rather than the single ordering (1, 2, ⋯, k), where k is the number of independent groups. A simulation study indicates that these two changes increase the power of the ordered heterogeneity test when, as common in practice, the underlying distribution may deviate from a normal distribution and the trend pattern is a priori unknown. In contrast to the original OH test, the modified OH test can detect all possible patterns under the alternative with a relatively high power.",
keywords = "Comparing more than two groups, k-sample test, Non-parametric tests, Spearman's rank correlation, Tests for trend",
author = "Markus Neuh{\'a}user and Hothorn, {Ludwig A.}",
year = "2006",
month = nov,
day = "21",
doi = "10.1080/02664760600708954",
language = "English",
volume = "33",
pages = "721--727",
journal = "Journal of applied statistics",
issn = "0266-4763",
publisher = "Routledge",
number = "7",

}

Download

TY - JOUR

T1 - A robust modification of the ordered-heterogeneity test

AU - Neuháuser, Markus

AU - Hothorn, Ludwig A.

PY - 2006/11/21

Y1 - 2006/11/21

N2 - An ordered heterogeneity (OH) test is a test for a trend that combines a non-directional heterogeneity test with the rank-order information specified under the alternative. We propose two modifications of the OH test procedure: (1) to use the mean ranks of the groups rather than the sample means to determine the observed ordering of the groups, and (2) to use the maximum correlation out of the 2k-1 - 1 possibilities under the alternative rather than the single ordering (1, 2, ⋯, k), where k is the number of independent groups. A simulation study indicates that these two changes increase the power of the ordered heterogeneity test when, as common in practice, the underlying distribution may deviate from a normal distribution and the trend pattern is a priori unknown. In contrast to the original OH test, the modified OH test can detect all possible patterns under the alternative with a relatively high power.

AB - An ordered heterogeneity (OH) test is a test for a trend that combines a non-directional heterogeneity test with the rank-order information specified under the alternative. We propose two modifications of the OH test procedure: (1) to use the mean ranks of the groups rather than the sample means to determine the observed ordering of the groups, and (2) to use the maximum correlation out of the 2k-1 - 1 possibilities under the alternative rather than the single ordering (1, 2, ⋯, k), where k is the number of independent groups. A simulation study indicates that these two changes increase the power of the ordered heterogeneity test when, as common in practice, the underlying distribution may deviate from a normal distribution and the trend pattern is a priori unknown. In contrast to the original OH test, the modified OH test can detect all possible patterns under the alternative with a relatively high power.

KW - Comparing more than two groups

KW - k-sample test

KW - Non-parametric tests

KW - Spearman's rank correlation

KW - Tests for trend

UR - http://www.scopus.com/inward/record.url?scp=33746146995&partnerID=8YFLogxK

U2 - 10.1080/02664760600708954

DO - 10.1080/02664760600708954

M3 - Article

AN - SCOPUS:33746146995

VL - 33

SP - 721

EP - 727

JO - Journal of applied statistics

JF - Journal of applied statistics

SN - 0266-4763

IS - 7

ER -