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

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ÇAVUŞ M., YAZICI B., SEZER A.

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, cilt.46, sa.3, ss.493-510, 2017 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 46 Sayı: 3
  • Basım Tarihi: 2017
  • Doi Numarası: 10.15672/hjms.2017.417
  • Dergi Adı: HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, TR DİZİN (ULAKBİM)
  • Sayfa Sayıları: ss.493-510
  • Anahtar Kelimeler: Outlier, Heteroskedasticity, Unbalanced, Huber's M-Estimators, Generalized F-test, GENERALIZED P-VALUES, UNEQUAL VARIANCES, ROBUST ANALYSIS, ANOVA, MODELS
  • Anadolu Üniversitesi Adresli: Evet

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 modified with Huber's M-estimators achieves the nominal type 1 error rate and provide higher power than alternative methods.