BibTex RIS Kaynak Göster

A SIMULATION STUDY ON TESTS FOR ONE-WAY ANOVA UNDER THE UNEQUAL VARIANCE ASSUMPTION

Yıl 2010, Cilt: 59 Sayı: 2, 15 - 34, 01.08.2010
https://doi.org/10.1501/Commua1_0000000660

Öz

The classical F-test to compare several population means depends
on the assumption of homogeneity of variance of the population and the normality. When these assumptions especially the equality of variance is dropped,
the classical F-test fails to reject the null hypothesis even if the data actually provide strong evidence for it. This can be considered a serious problem
in some applications, especially when the sample size is not large. To deal
with this problem, a number of tests are available in the literature. In this
study, the Brown-Forsythe, Weerahandiís Generalized F, Parametric Bootstrap, Scott-Smith, One-Stage, One-Stage Range, Welch and Xu-Wangís Generalized F-tests are introduced and a simulation study is performed to compare
these tests according to type-1 errors and powers in different combinations of
parameters and various sample sizes.

Kaynakça

  • Bishop, T.A. and Dudewicz, E.J. Heteroscedastic ANOVA, Sankhya 43B:40-57 (1981).
  • Brown, M.B., Forsythe, A.B. The small sample behavior of some statistics which test the equality of several means, Technometrics 16: 129-132 (1974).
  • Chen, S. and Chen, J.H. Single-Stage Analysis of Variance Under Heteroscedasticity, Com- munications in Statistics Simulations 27(??): 641-666 (1998).
  • Chen, S. One stage and two stage statistical inference under heteroscedasticity, Communica- tions in Statistics Simulations 30(??): 991-1009 (2001).
  • Krishnamoorthy, K., Lu, F., Thomas, M. A parametric boostrap approach for ANOVA with unequal variances: …xed and random models, Computational Statistics and Data Analysis, :5731-5742 (2006).
  • Weerahandi, S., ANOVA under unequal error variances, Biometrica, 38:330-336 (1995a).
  • Weerahandi, S., Exact statistical method for data analysis, Springer-Verlag, New York, 2-50 (1995).
  • Weerahandi, S., Generalized inference in repeated measures: Exact methods in MANOVA and mixed models, Wiley, New York, 1-60 (2004).
  • Welch, B.L., The generalization of student’sproblem when several diğerent population vari- ances are involved, Biometrika,3 4:28-35(1947).
  • Welch, B.L., On the comparison of several mean values: An alternative approach, Biometrica, :330-336 (1951).
  • Scott, A.J. ve Smith, T.M.F., Interval Estimates for Linear Combinations of Means, Applied Statistics, 20(??):276-285 (1971).
  • Tsui, K. and Weerahandi, S., Generalized p-Values in Signi…cance Testing of Hypotheses in the Presence of Nuisance Parametres, Journal of the American Statistical Assocation, :602-607 (1989).
  • Xu, L. and Wang, S. A new generalized p-value for ANOVA under heteroscedasticity, Statis- tics and Probability Letters, 78:963-969 (2007a).
  • Xu, L. and Wang, S. A new generalized p-value and its upper bound for ANOVA under unequal erros variances, Communications in Statistics Theory and Methods, 37:1002-1010 (2007b).
  • Current address : Gazi University Faculty of Science and Art Depermant of Statistics Teknikokullar Ankara E-mail address : eyigit@gazi.edu.tr; fikri@gazi.edu.tr URL: http://communications.science.ankara.edu.tr

A SIMULATION STUDY ON TESTS FOR ONE-WAY ANOVA UNDER THE UNEQUAL VARIANCE ASSUMPTION

Yıl 2010, Cilt: 59 Sayı: 2, 15 - 34, 01.08.2010
https://doi.org/10.1501/Commua1_0000000660

Öz

Kaynakça

  • Bishop, T.A. and Dudewicz, E.J. Heteroscedastic ANOVA, Sankhya 43B:40-57 (1981).
  • Brown, M.B., Forsythe, A.B. The small sample behavior of some statistics which test the equality of several means, Technometrics 16: 129-132 (1974).
  • Chen, S. and Chen, J.H. Single-Stage Analysis of Variance Under Heteroscedasticity, Com- munications in Statistics Simulations 27(??): 641-666 (1998).
  • Chen, S. One stage and two stage statistical inference under heteroscedasticity, Communica- tions in Statistics Simulations 30(??): 991-1009 (2001).
  • Krishnamoorthy, K., Lu, F., Thomas, M. A parametric boostrap approach for ANOVA with unequal variances: …xed and random models, Computational Statistics and Data Analysis, :5731-5742 (2006).
  • Weerahandi, S., ANOVA under unequal error variances, Biometrica, 38:330-336 (1995a).
  • Weerahandi, S., Exact statistical method for data analysis, Springer-Verlag, New York, 2-50 (1995).
  • Weerahandi, S., Generalized inference in repeated measures: Exact methods in MANOVA and mixed models, Wiley, New York, 1-60 (2004).
  • Welch, B.L., The generalization of student’sproblem when several diğerent population vari- ances are involved, Biometrika,3 4:28-35(1947).
  • Welch, B.L., On the comparison of several mean values: An alternative approach, Biometrica, :330-336 (1951).
  • Scott, A.J. ve Smith, T.M.F., Interval Estimates for Linear Combinations of Means, Applied Statistics, 20(??):276-285 (1971).
  • Tsui, K. and Weerahandi, S., Generalized p-Values in Signi…cance Testing of Hypotheses in the Presence of Nuisance Parametres, Journal of the American Statistical Assocation, :602-607 (1989).
  • Xu, L. and Wang, S. A new generalized p-value for ANOVA under heteroscedasticity, Statis- tics and Probability Letters, 78:963-969 (2007a).
  • Xu, L. and Wang, S. A new generalized p-value and its upper bound for ANOVA under unequal erros variances, Communications in Statistics Theory and Methods, 37:1002-1010 (2007b).
  • Current address : Gazi University Faculty of Science and Art Depermant of Statistics Teknikokullar Ankara E-mail address : eyigit@gazi.edu.tr; fikri@gazi.edu.tr URL: http://communications.science.ankara.edu.tr
Toplam 15 adet kaynakça vardır.

Ayrıntılar

Birincil Dil İngilizce
Bölüm Research Article
Yazarlar

Esra Yiğit Bu kişi benim

Fikri Gökpınar Bu kişi benim

Yayımlanma Tarihi 1 Ağustos 2010
Yayımlandığı Sayı Yıl 2010 Cilt: 59 Sayı: 2

Kaynak Göster

APA Yiğit, E., & Gökpınar, F. (2010). A SIMULATION STUDY ON TESTS FOR ONE-WAY ANOVA UNDER THE UNEQUAL VARIANCE ASSUMPTION. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics, 59(2), 15-34. https://doi.org/10.1501/Commua1_0000000660
AMA Yiğit E, Gökpınar F. A SIMULATION STUDY ON TESTS FOR ONE-WAY ANOVA UNDER THE UNEQUAL VARIANCE ASSUMPTION. Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat. Ağustos 2010;59(2):15-34. doi:10.1501/Commua1_0000000660
Chicago Yiğit, Esra, ve Fikri Gökpınar. “A SIMULATION STUDY ON TESTS FOR ONE-WAY ANOVA UNDER THE UNEQUAL VARIANCE ASSUMPTION”. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 59, sy. 2 (Ağustos 2010): 15-34. https://doi.org/10.1501/Commua1_0000000660.
EndNote Yiğit E, Gökpınar F (01 Ağustos 2010) A SIMULATION STUDY ON TESTS FOR ONE-WAY ANOVA UNDER THE UNEQUAL VARIANCE ASSUMPTION. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 59 2 15–34.
IEEE E. Yiğit ve F. Gökpınar, “A SIMULATION STUDY ON TESTS FOR ONE-WAY ANOVA UNDER THE UNEQUAL VARIANCE ASSUMPTION”, Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat., c. 59, sy. 2, ss. 15–34, 2010, doi: 10.1501/Commua1_0000000660.
ISNAD Yiğit, Esra - Gökpınar, Fikri. “A SIMULATION STUDY ON TESTS FOR ONE-WAY ANOVA UNDER THE UNEQUAL VARIANCE ASSUMPTION”. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 59/2 (Ağustos 2010), 15-34. https://doi.org/10.1501/Commua1_0000000660.
JAMA Yiğit E, Gökpınar F. A SIMULATION STUDY ON TESTS FOR ONE-WAY ANOVA UNDER THE UNEQUAL VARIANCE ASSUMPTION. Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat. 2010;59:15–34.
MLA Yiğit, Esra ve Fikri Gökpınar. “A SIMULATION STUDY ON TESTS FOR ONE-WAY ANOVA UNDER THE UNEQUAL VARIANCE ASSUMPTION”. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics, c. 59, sy. 2, 2010, ss. 15-34, doi:10.1501/Commua1_0000000660.
Vancouver Yiğit E, Gökpınar F. A SIMULATION STUDY ON TESTS FOR ONE-WAY ANOVA UNDER THE UNEQUAL VARIANCE ASSUMPTION. Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat. 2010;59(2):15-34.

Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics.

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