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
On Analysis of Covariance Under Heteroscedasticity and Robustness with Respect to Departure from Normality
โ 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
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โฆ 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.
๐ SIMILAR VOLUMES
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