Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - A Levene-type test of homogeneity of several variances against ordered alternatives
AU - Pallmann, Philip
AU - Hothorn, Ludwig A.
AU - Djira, Gemechis D.
PY - 2014/12
Y1 - 2014/12
N2 - 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.
AB - 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.
KW - Levene residuals
KW - Heterogeneous variances
KW - Trend test
KW - Multiple contrasts
KW - Order-restricted inference
U2 - 10.1007/s00180-014-0508-z
DO - 10.1007/s00180-014-0508-z
M3 - Journal article
VL - 29
SP - 1593
EP - 1608
JO - Computational Statistics
JF - Computational Statistics
SN - 0943-4062
IS - 6
ER -