Robustness of Yao’s, James’, and Johansen’s Tests Under Variance-Covariance Heteroscedasticity and Nonnormality
| Autor: | K. Linda Tang, T. C. Oshima, James Algina |
|---|---|
| Rok vydání: | 1991 |
| Předmět: |
Analysis of covariance
Heteroscedasticity Homogeneity (statistics) 05 social sciences Robust statistics 050401 social sciences methods 050301 education Covariance Behrens–Fisher problem 0504 sociology Sample size determination Statistics Econometrics 0503 education Mathematics Type I and type II errors |
| Zdroj: | Journal of Educational Statistics. 16:125-139 |
| ISSN: | 0362-9791 |
| DOI: | 10.3102/10769986016002125 |
| Popis: | Type I error rates for Yao’s, James’ first order, James’ second order, and Johansen’s tests of equality of mean vectors for two independent samples were estimated for various conditions defined by the degree of heteroscedasticity and nonnormality (uniform, Laplace, t(5), beta (5, 1.5), exponential, and lognormal distributions). For these alternatives to Hotelling’s T2, variance-covariance homogeneity is not an assumption. Although the four procedures can be seriously nonrobust with exponential and lognormal distributions, they were fairly robust with the rest of the distributions. The performance of Yao’s test, James’ second order test, and Johansen’s test was slightly superior to the performance of James’ first order test. |
| Databáze: | OpenAIRE |
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