Research Article
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Year 2023, , 39 - 48, 04.01.2023
https://doi.org/10.18621/eurj.1030038

Abstract

References

  • 1. Luepsen H. Comparison of nonparametric analysis of variance methods: a vote for van der Waerden. Commun Stat Simul Comput 2017;47:2547-76.
  • 2. Moder K. Alternatives to F-test in one way ANOVA in case of heterogeneity of variances (a simulation study). Psychol Test Assess Model 2010;52:343-53.
  • 3. Pearson ES. The analysis of variance in cases of non-normal variation. Biometrika 1931;23:114-33.
  • 4. Glass GV, Peckham PD, Sanders JR. Consequences of failure to meet assumptions underlying the fixed effects analyses of variance and covariance. Rev Educ Res 1972;42:237-88.
  • 5. Wilcox RR. ANOVA: a paradigm for low power and misleading measures of effect size? Rev Educ Res 1995;65:51-77.
  • 6. Buning H. Robust analysis of variance. J Appl Stat 1997;24:319-32.
  • 7. R Development Core Team. R: A Language and Environment for Statistical Computing [Computer software manual]. Vienna, Austria:. [cited 2018] Available from http://www.Rproject.org/
  • 8. Peterson K. Six modifications of the aligned rank transform test for interaction. J Modern Appl Stat Methods 2002;1:100-9.
  • 9. Cribbie RA, Fiksenbaum L, Keselman HJ, Wilcox RR. Effect of non-normality on test statistics for one-way independent groups designs. Br J Math Stat Psychol 2012;65:56-73.
  • 10. Alexander R, Govern D. A new and simpler approximation for anova under variance heterogeneity. J Educ Stat 1994;19:91-101.
  • 11. Hill G. Algorithm 395. Student's t-distribution. Commun ACM 1970;13:617-9.
  • 12. James GS. The comparison of several groups of observations when the ratios of the population variances are unknown. Biometrika 1951;38:324-9.
  • 13. Oshima T, Algina J. Type-I error rates for James’s second-order test and Wilcox’s Hm test under heteroscedasticity and non-normality. Br J Math Stat Psychol 1992;45:255-63.
  • 14. Dag O, Dolgun A, Konar N. One-way tests: an R package for one-way tests in independent groups designs. R J 2018;10:175-99.
  • 15. Brown M, Forsythe A. The small sample behavior of some statistics which test the equality of several means. Technometrics 1994:16:129-32.
  • 16. Satterhwaite FE. Synthesis of variance. Psychometrika 1941;6:309-316.
  • 17. Blanca M, Alarcón R, Arnau J, Bono R, Bendayan R. Non-normal data: Is ANOVA still a valid option? Psicothema 2017;29:552-7.
  • 18. Clinch J, Kesselman H. Parametric alternatives to the analysis of variance. J Educ Behav Stat 1982;7:207-14.
  • 19. Gamage J, Weerahandi S. Size performance of some tests in one-way ANOVA. Commun Stat Simul Comput 1998;27:625-40.
  • 20. Lantz B. The impact of sample non-normality on ANOVA and alternative methods. Br J Math Stat Psychol 2013;66:224-44.
  • 21. Schmider E, Ziegler M, Danay E, et al. Is it really robust? Reinvestigating the robustness of ANOVA against violations of the normal distribution assumption. Methodology 2010;6:147-51.
  • 22. Bishop TA, Dudewicz EJ. Exact analysis of variance with unequal variances: test procedures and tables. Technometrics 1978;20:419-30.
  • 23. Brown MB, Forsythe AB. The small sample behavior of some statistics which test the equality of several means. Technometrics 1974;16:129-32.
  • 24. De Beuckelaer A. A closer examination on some parametric alternatives to the ANOVA F-test. Stat Pap (Berl) 1996;37:291-305.
  • 25. Lee S, Ahn C. Modified ANOVA for unequal variances. Commun Stat Simul Comput 2003;32:987-1004.
  • 26. Li X, Wang J, Liang H. Comparison of several means: a fiducial based approach. Comput Stat Data Anal 2011;55:1993-2002.
  • 27. Lu F, Mathew T. A parametric bootstrap approach for ANOVA with unequal variances: fixed and random models. Comput Stat Data Anal 2007;51:5731-42.
  • 28. Markowski CA. Conditions for the effectiveness of a preliminary test of variance. Am Stat 1990;44:322-6.
  • 29. Keselman HJ, Rogan JC, Fier-Walsh BJ. An evaluation of some non-parametric and parametric tests for location equality. Br J Math Stat Psychol 1977;30:213-21.
  • 30. Tomarken A, Serlin RC. Comparison of ANOVA alternatives under variance heterogeneity and specific noncentrality structures. Psychol Bull 1986;99:90-9.
  • 31. Penfield D. Choosing a two- sample location test. J Exp Educ 1994;62:343-60.
  • 32. Lix L, Keselman J, Keselman H. Concequences of assumption violations revisited: a quantitative review of alternatives to the one-way analysis of variance F test. Rev Educ Res 1996;66:579-619.
  • 33. Hartung J, Argaç D, Makambi K. Small sample properties of tests on homogeneity in one-way anova and meta-analysis. Stat Pap (Berl) 2002;43:197-235.
  • 34. Rafinetti R. Demonstrating the concequences of violations of assumptions in between-subjects analysis of variance. Teach Psychol 1996;23:51-4.
  • 35. Wilcox RR, Charlin V, Thompson KL. NewMonte Carlo results on the robustness of the ANOVA F, W, and F statistics. Commun Stat Simul Comput 1986;15:933-44.
  • 36. Myers L. Comparability of the James’s second-order aproximantion tets and the Alexander and Govern a statistic for non-normal heterosdecatic data. J Stat Comput Simul 1998;60:207-23.
  • 37. Wilcox RR. A new alternative to the ANOVA F and new results on James's second-order method. Br J Math Stat Psychol 2011;41:109-17.
  • 38. Roth AJ. Robust trend tests derived and simulated: analogs of the Welch and Brown-Forsythe tests. J Am Stat Assoc 1983;78:972-80.
  • 39. Steel R, Torrie J, Dickey D. Principles and procedures of Statistics: A Biometrical Approach. 3rd ed. New York, NY: McGraw-Hill; 1997.

Comparison of the performances of parametric k-sample test procedures as an alternative to one-way analysis of variance

Year 2023, , 39 - 48, 04.01.2023
https://doi.org/10.18621/eurj.1030038

Abstract

Objectives: The performances of the Welch test, the Alexander-Govern test, the Brown-Forsythe test and the James Second-Order test, which are among the parametric alternatives of one-way analysis of variance and included in the literature, to protect the Type-I error probability determined at the beginning of the trial at a nominal level, were compared with the F test.


Methods:
Performance of the tests to protect Type-I error; in cases where the variances are homogeneous and heterogeneous, the sample sizes are balanced and unbalanced, the distribution of the data is in accordance with the normal distribution and the log-normal distribution, how it is affected by the change in the number of groups to be compared has been examined on simulation scenarios.


Results:
The Welch test, the Alexander-Govern test and the James Second-Order test were not affected by the distribution and performed well in situations where variances were heterogeneous. The Brown-Forsythe test was not affected by the distribution, it performed well when the variance was homogeneous and the sample size in the groups to be compared was not equal.


Conclusions:
The Welch test, the Alexander-Govern test and the James Second-Order test are the tests that can be recommended as an alternative to the F test.

References

  • 1. Luepsen H. Comparison of nonparametric analysis of variance methods: a vote for van der Waerden. Commun Stat Simul Comput 2017;47:2547-76.
  • 2. Moder K. Alternatives to F-test in one way ANOVA in case of heterogeneity of variances (a simulation study). Psychol Test Assess Model 2010;52:343-53.
  • 3. Pearson ES. The analysis of variance in cases of non-normal variation. Biometrika 1931;23:114-33.
  • 4. Glass GV, Peckham PD, Sanders JR. Consequences of failure to meet assumptions underlying the fixed effects analyses of variance and covariance. Rev Educ Res 1972;42:237-88.
  • 5. Wilcox RR. ANOVA: a paradigm for low power and misleading measures of effect size? Rev Educ Res 1995;65:51-77.
  • 6. Buning H. Robust analysis of variance. J Appl Stat 1997;24:319-32.
  • 7. R Development Core Team. R: A Language and Environment for Statistical Computing [Computer software manual]. Vienna, Austria:. [cited 2018] Available from http://www.Rproject.org/
  • 8. Peterson K. Six modifications of the aligned rank transform test for interaction. J Modern Appl Stat Methods 2002;1:100-9.
  • 9. Cribbie RA, Fiksenbaum L, Keselman HJ, Wilcox RR. Effect of non-normality on test statistics for one-way independent groups designs. Br J Math Stat Psychol 2012;65:56-73.
  • 10. Alexander R, Govern D. A new and simpler approximation for anova under variance heterogeneity. J Educ Stat 1994;19:91-101.
  • 11. Hill G. Algorithm 395. Student's t-distribution. Commun ACM 1970;13:617-9.
  • 12. James GS. The comparison of several groups of observations when the ratios of the population variances are unknown. Biometrika 1951;38:324-9.
  • 13. Oshima T, Algina J. Type-I error rates for James’s second-order test and Wilcox’s Hm test under heteroscedasticity and non-normality. Br J Math Stat Psychol 1992;45:255-63.
  • 14. Dag O, Dolgun A, Konar N. One-way tests: an R package for one-way tests in independent groups designs. R J 2018;10:175-99.
  • 15. Brown M, Forsythe A. The small sample behavior of some statistics which test the equality of several means. Technometrics 1994:16:129-32.
  • 16. Satterhwaite FE. Synthesis of variance. Psychometrika 1941;6:309-316.
  • 17. Blanca M, Alarcón R, Arnau J, Bono R, Bendayan R. Non-normal data: Is ANOVA still a valid option? Psicothema 2017;29:552-7.
  • 18. Clinch J, Kesselman H. Parametric alternatives to the analysis of variance. J Educ Behav Stat 1982;7:207-14.
  • 19. Gamage J, Weerahandi S. Size performance of some tests in one-way ANOVA. Commun Stat Simul Comput 1998;27:625-40.
  • 20. Lantz B. The impact of sample non-normality on ANOVA and alternative methods. Br J Math Stat Psychol 2013;66:224-44.
  • 21. Schmider E, Ziegler M, Danay E, et al. Is it really robust? Reinvestigating the robustness of ANOVA against violations of the normal distribution assumption. Methodology 2010;6:147-51.
  • 22. Bishop TA, Dudewicz EJ. Exact analysis of variance with unequal variances: test procedures and tables. Technometrics 1978;20:419-30.
  • 23. Brown MB, Forsythe AB. The small sample behavior of some statistics which test the equality of several means. Technometrics 1974;16:129-32.
  • 24. De Beuckelaer A. A closer examination on some parametric alternatives to the ANOVA F-test. Stat Pap (Berl) 1996;37:291-305.
  • 25. Lee S, Ahn C. Modified ANOVA for unequal variances. Commun Stat Simul Comput 2003;32:987-1004.
  • 26. Li X, Wang J, Liang H. Comparison of several means: a fiducial based approach. Comput Stat Data Anal 2011;55:1993-2002.
  • 27. Lu F, Mathew T. A parametric bootstrap approach for ANOVA with unequal variances: fixed and random models. Comput Stat Data Anal 2007;51:5731-42.
  • 28. Markowski CA. Conditions for the effectiveness of a preliminary test of variance. Am Stat 1990;44:322-6.
  • 29. Keselman HJ, Rogan JC, Fier-Walsh BJ. An evaluation of some non-parametric and parametric tests for location equality. Br J Math Stat Psychol 1977;30:213-21.
  • 30. Tomarken A, Serlin RC. Comparison of ANOVA alternatives under variance heterogeneity and specific noncentrality structures. Psychol Bull 1986;99:90-9.
  • 31. Penfield D. Choosing a two- sample location test. J Exp Educ 1994;62:343-60.
  • 32. Lix L, Keselman J, Keselman H. Concequences of assumption violations revisited: a quantitative review of alternatives to the one-way analysis of variance F test. Rev Educ Res 1996;66:579-619.
  • 33. Hartung J, Argaç D, Makambi K. Small sample properties of tests on homogeneity in one-way anova and meta-analysis. Stat Pap (Berl) 2002;43:197-235.
  • 34. Rafinetti R. Demonstrating the concequences of violations of assumptions in between-subjects analysis of variance. Teach Psychol 1996;23:51-4.
  • 35. Wilcox RR, Charlin V, Thompson KL. NewMonte Carlo results on the robustness of the ANOVA F, W, and F statistics. Commun Stat Simul Comput 1986;15:933-44.
  • 36. Myers L. Comparability of the James’s second-order aproximantion tets and the Alexander and Govern a statistic for non-normal heterosdecatic data. J Stat Comput Simul 1998;60:207-23.
  • 37. Wilcox RR. A new alternative to the ANOVA F and new results on James's second-order method. Br J Math Stat Psychol 2011;41:109-17.
  • 38. Roth AJ. Robust trend tests derived and simulated: analogs of the Welch and Brown-Forsythe tests. J Am Stat Assoc 1983;78:972-80.
  • 39. Steel R, Torrie J, Dickey D. Principles and procedures of Statistics: A Biometrical Approach. 3rd ed. New York, NY: McGraw-Hill; 1997.
There are 39 citations in total.

Details

Primary Language English
Subjects Clinical Sciences
Journal Section Original Articles
Authors

Gökhan Ocakoğlu 0000-0002-1114-6051

Aslı Ceren Macunluoglu 0000-0002-6802-5998

Publication Date January 4, 2023
Submission Date November 29, 2021
Acceptance Date August 8, 2022
Published in Issue Year 2023

Cite

AMA Ocakoğlu G, Macunluoglu AC. Comparison of the performances of parametric k-sample test procedures as an alternative to one-way analysis of variance. Eur Res J. January 2023;9(1):39-48. doi:10.18621/eurj.1030038

e-ISSN: 2149-3189 


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