๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On Analysis of Covariance Under Heteroscedasticity and Robustness with Respect to Departure from Normality

โœ Scribed by Prof. W. Y. Tan


Publisher
John Wiley and Sons
Year
1987
Tongue
English
Weight
315 KB
Volume
29
Category
Article
ISSN
0323-3847

No coin nor oath required. For personal study only.

โœฆ Synopsis


I n this paper we consider a covariance model under hetermcadastic variance8 and propose a procedure for tasting treatment effects. A simultaneous procedure for comparing the treatment effects is also developed. Some Monte Carlo studies indicete that the effects of departure from normality may not be very serious although some effecta do exist due to high level of heteroscedasticity.


๐Ÿ“œ SIMILAR VOLUMES


Some Monte Carlo Studies on the Comparis
โœ Dr. W. Y. Tan; Dr. M. A. Tabatabai ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 560 KB

By ueing Monte Carlo studies, this paper cornpaw the Welch test, the Jam-test and the Brown-Forsythe teat for comparing several means under heteroscedeeticity. It appeara that all the testa are quite robust with respect to departure from normality. The Brown-Foraythe test is at least as good as the

ROBUSTNESS AND POWER OF ANALYSIS OF COVA
โœ LISA M. SULLIVAN; RALPH B. D'AGOSTINO ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 1004 KB

We investigate through computer simulations the robustness and power of two group analysis of covariance tests applied to small samples distorted from normality by floor effects when the regression slopes are homogeneous. We consider four parametric analysis of covariance tests that vary according t