期刊論文

標題 A Revisit to Test the Equality of Variances of Several Populations
學年 106
學期 1
出版(發表)日期 2017/11/19
作品名稱 A Revisit to Test the Equality of Variances of Several Populations
作品名稱(其他語言) 英文
著者 Chang Ching-Hui; Nabendu Pal; Lin Jyh-Jiuan,
單位
出版者
著錄名稱、卷期、頁數 Communications in Statistics - Simulation and Computation 46(8), p.6360-6384
摘要 We revisit the problem of testing homoscedasticity (or, equality of variances) of several normal populations which has applications in many statistical analyses, including design of experiments. The standard text books and widely used statistical packages propose a few popular tests including Bartlett's test, Levene's test and a few adjustments of the latter. Apparently, the popularity of these tests have been based on limited simulation study carried out a few decades ago. The traditional tests, including the classical likelihood ratio test (LRT), are asymptotic in nature, and hence do not perform well for small sample sizes. In this paper we propose a simple parametric bootstrap (PB) modification of the LRT, and compare it against the other popular tests as well as their PB versions in terms of size and power. Our comprehensive simulation study bursts some popularly held myths about the commonly used tests and sheds some new light on this important problem. Though most popular statistical software/packages suggest using Bartlette's test, Levene's test, or modified Levene's test among a few others, our extensive simulation study, carried out under both the normal model as well as several non-normal models clearly shows that a PB version of the modified Levene's test (which does not use the F-distribution cut-off point as its critical value), and Loh's exact test are the “best” performers in terms of overall size as well as power.
關鍵字 F-distribution chi-square distribution;Power;Size;Unbalanced design;Variance
語言 中文
ISSN 0361-0918/1532-4141
期刊性質 國內
收錄於 SCI;
產學合作
通訊作者
審稿制度
國別 中華民國
公開徵稿
出版型式 ,電子版