A Levene-type test of homogeneity of several variances against ordered alternatives

Pallmann, Philip and Hothorn, Ludwig A. and Djira, Gemechis D. (2014) A Levene-type test of homogeneity of several variances against ordered alternatives. Computational Statistics, 29 (6). pp. 1593-1608. ISSN 0943-4062

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Abstract

Investigations focusing on differences in scale parameters across multiple samples appear in various scientific fields, e.g., when assessing measurement precision. In such cases a natural order of groups often suggests itself, which can be exploited by tests involving ordered alternatives. We propose multiple contrast tests with order-restriction based on robust Levene residuals as a powerful approach to detect scale differences between several groups. The proposed method is applied to a real data set and also extensive simulation is conducted to assess power and robustness against non-normality.

Item Type:
Journal Article
Journal or Publication Title:
Computational Statistics
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600/2605
Subjects:
?? levene residualsheterogeneous variancestrend testmultiple contrastsorder-restricted inferencecomputational mathematicsstatistics and probabilitystatistics, probability and uncertainty ??
ID Code:
73437
Deposited By:
Deposited On:
13 Apr 2015 12:56
Refereed?:
Yes
Published?:
Published
Last Modified:
15 Jul 2024 15:07