Testing the homogeneity of several two‐parameter populations

The authors extend Fisher's method of combining two independent test statistics to test homogeneity of several two‐parameter populations. They explore two procedures combining asymptotically independent test statistics: the first pools two likelihood ratio statistics and the other, score test statistics. They then give specific results to test homogeneity of several normal, negative binomial or beta‐binomial populations. Their simulations provide evidence that in this context, Fisher's method performs generally well, even when the statistics to be combined are only asymptotically independent. They are led to recommend Fisher's test based on score statistics, since the latter have simple forms, are easy to calculate, and have uniformly good level properties.     

Inferences on regression coefficients in a regression model under heteroscedasticity and robustness with respect to departure from normality

In this paper we consider a simple linear regression model under heteroscedasticity and nonnormality. A statistical test for testing the regression coefficient is then derived by assuming normality for the random disturbances and by applying Welch's method. Some Monte Carlo studies are generated for assessing robustness of this test. By combining Tiku's robust procedure with the new test, a robust but more powerful test is developed.     

A Cautionary Note on the Analysis of Extreme Data with Cox Regression

This article analyzes a small censored data set to demonstrate the potential dangers of using statistical computing packages without understanding the details of statistical methods. The data, consisting of censored response times with heavy ties in one time point, were analyzed with a Cox regression model utilizing SAS PHREG and BMDP2L procedures. The p values, reported from both SAS PHREG and BMDP2L procedures, for testing the equality of two treatments vary considerably. This article illustrates that (1) the Breslow likelihood used in both BMDP2L and SAS PHREG procedures is too conservative and can have a critical effect on an extreme data set, (2) Wald's test in the SAS PHREG procedure may yield absurd results from most likelihood models, and (3) BMDP2L needs to include more than just the Breslow likelihood in future development.     

Multiple Comparison Procedures: The Practical Solution

A practicing statistician looks at the multiple comparison controversy and related issues through the eyes of the users. The concept of consistency is introduced and discussed in relation to five of the more common multiple comparison procedures. All of the procedures are found to be inconsistent except the simplest procedure, the unrestricted least significant difference (LSD) procedure (or multiple t test). For this and other reasons the unrestricted LSD procedure is recommended for general use, with the proviso that it should be viewed as a hypothesis generator rather than as a method for simultaneous hypothesis generation and testing. The implications for Scheffé's test for general contrasts are also discussed, and a new recommendation is made.     

A robust procedure for comparing several means under heteroscedasticity and nonnormality

By applying Tiku's MML robust procedure to Brown and Forsythe's (1974) statistic, this paper derives a robust and more powerful procedure for comparing several means under hetero-scedasticity and nonnormality. Some Monte Carlo studies indicate clearly that among five nonnormal distributions, except for the uniform distribution, the new test is more powerful than the Brown and Forsythe test under nonnormal distributions in all cases investigated and has substantially the same power as the Brown and Forsythe test under normal distribution.     

Testing Equality of Order Constrained Inverse Gaussian Means

The inverse Gaussian family of non negative, skewed random variables is analytically simple, and its inference theory is well known to be analogous to the normal theory in numerous ways. Hence, it is widely used for modeling non negative positively skewed data. In this note, we consider the problem of testing homogeneity of order restricted means of several inverse Gaussian populations with a common unknown scale parameter using an approach based on the classical methods, such as Fisher's, for combining independent tests. Unlike the likelihood approach which can only be readily applied to a limited number of restrictions and the settings of equal sample sizes, this approach is applicable to problems involving a broad variety of order restrictions and arbitrary sample size settings, and most importantly, no new null distributions are needed. An empirical power study shows that, in case of the simple order, the test based on Fisher's combination method compares reasonably with the corresponding likelihood ratio procedure.     

Adaptive Neyman's smooth tests of homogeneity of two samples of survival data

The problem of testing whether two samples of possibly right-censored survival data come from the same distribution is considered. The aim is to develop a test which is capable of detection of a wide spectrum of alternatives. A new class of tests based on Neyman's embedding idea is proposed. The null hypothesis is tested against a model where the hazard ratio of the two survival distributions is expressed by several smooth functions. A data-driven approach to the selection of these functions is studied. Asymptotic properties of the proposed procedures are investigated under fixed and local alternatives. Small-sample performance is explored via simulations which show that the power of the proposed tests appears to be more robust than the power of some versatile tests previously proposed in the literature (such as combinations of weighted logrank tests, or Kolmogorov–Smirnov tests).     

Multivariate analysis of variance with additional data from an unknown subset of the populations

In this paper we consider the problem of testing the means of k multivariate normal populations with additional data from an unknown subset of the k populations. The purpose of this research is to offer test procedures utilizing all the available data for the multivariate analysis of variance problem because the additional data may contain valuable information about the parameters of the k populations. The standard procedure uses only the data from identified populations. We provide a test using all available data based upon Hotelling' s generalized T²statistic. The power of this test is computed using Betz's approximation of Hotelling' s generalized T²statistic by an F-distribution. A comparison of the power of the test and the standard test procedure is also given.     

Nonparametric Applications of Shaffer's Extension of Dennett's Procedure

Shaffer's extensions and generalization of Dunnett's procedure are shown to be applicable in several nonparametric data analyses. Applications are considered within the context of the Kruskal-Wallis one-way analysis of variance (ANOVA) test for ranked data, Friedman's two-way ANOVA test for ranked data, and Cochran's test of change for dichotomous data.     

Hypothesis Testing for Various Familial Dependence Structures

This work compares various hypothesis testing procedures in the case of familial clustered data. Specifically, we use likelihood ratio and Wald's tests for maximum likelihood estimators, and Wald-type tests for moment and quasi-least squares estimators. Using simulations, we estimate significance levels for various hypotheses concerning the one-parent auto-regressive and two-parent equi-correlated dependence structures. We show that the likelihood ratio test performs best for certain simple hypotheses in the one-parent case, whereas the Wald-type test for the quasi-least squares procedure is optimal in the more complex two-parent case.     

A weighted test of internal symmetry

This study examines extensions of McNemar's Test with multinomial responses, and proposes a linear weighting scheme, based on the distance of the response change, that is applied to one of these extensions (Bowker's test). This weighted version of Bowker's test is then appropriate for ordinal response variables. A Monte Carlo simulation was conducted to examine the Type I error rate of the weighted Bowker's test for a cross-classification table based on a five-category ordinal response scale. The weighted Bowker's test was also applied to a data set involving change in student attitudes towards mathematics. The results of the weighted Bowker's test were compared with the results of Bowker's test applied to the same set of data.     

On some tests for independence in nonnormal situations: neyman'S C(A)test

A study is made of Neyman's C(a) test for testing independence in nonnormal situations. It is shown that it performs very well both in terms of the level of significance and the powereven for smallvalues of the samplesize. Also, in the case of the bivariate Polsson distribution, itis shown that Fisher's z and Student's t transforms of the sample correlation coefficient are good competitors for Neyman's procedure.

     

Acceptance Sampling Plans from Truncated Life Tests Based on the Generalized Birnbaum–Saunders Distribution

In this article, we develop acceptance sampling plans when the life test is truncated at a pre-fixed time. The minimum sample size necessary to ensure the specified median life is obtained by assuming that the lifetimes of the test units follow a generalized Birnbaum–Saunders distribution. The operating characteristic values of the sampling plans as well as producer's risk are presented. Two examples are also given to illustrate the procedure developed here, with one of them being based on a real data from software reliability.     

A NEW TEST FOR EQUALITY OF VARIANCES FOR k NORMAL POPULATIONS

ABSTRACT

A simple test based on Gini's mean difference is proposed to test the hypothesis of equality of population variances. Using 2000 replicated samples and empirical distributions, we show that the test compares favourably with Bartlett's and Levene's test for the normal population. Also, it is more powerful than Bartlett's and Levene's tests for some alternative hypotheses for some non-normal distributions and more robust than the other two tests for large sample sizes under some alternative hypotheses. We also give an approximate distribution to the test statistic to enable one to calculate the nominal levels and P-values.     

A class of distribution-free tests for two-way layout

In this article a class of distribution-free tests for the hypothesis of no row (treatment) effect in a two-way layout design, with several observations per cell, is proposed. The tests are based on U-statistics, constructed by considering minima of all possible subsamples of same size from each cell.The proposed class of tests is compared with the parametric test, Mack and Skillings test and Yate's test for two-way layout, in terms of Pitman ARE sense. It is seen that for the case of equal number of observations per cell, the proposed tests have better efficiency for exponential and uniform error distributions.     

A comparison of robust versions of the AIC based on M-, S- and MM-estimators

Variable selection in the presence of outliers may be performed by using a robust version of Akaike's information criterion (AIC). In this paper, explicit expressions are obtained for such criteria when S- and MM-estimators are used. The performance of these criteria is compared with the existing AIC based on M-estimators and with the classical non-robust AIC. In a simulation study and in data examples, we observe that the proposed AIC with S and MM-estimators selects more appropriate models in case outliers are present.     

On the assessment of variability in bioavailability/bioequivalence studies

A procedure is proposed for the assessment of bioequivalence of variabilities between two formulations in bioavailability/bioequivalence studies. This procedure is essentially a two one-sided Pitman-Morgan’s tests procedure which is based on the correlation between crossover differences and subject totals. The nonparametric version of the proposed test is also discussed. A dataset of AUC from a 2×2 crossover bioequivalence trial is presented to illustrate the proposed procedures.     

A Discussion of Permutation Tests Conditional to Observed Responses in Unreplicated 2 M Full Factorial Designs

ABSTRACT

In this article we present a new solution to test for effects in unreplicated two-level factorial designs. The proposed test statistic, in case the error components are normally distributed, follows an F random variable, though our attention is on its nonparametric permutation version. The proposed procedure does not require any transformation of data such as residualization and it is exact for each effect and distribution-free. Our main aim is to discuss a permutation solution conditional to the original vector of responses. We give two versions of the same nonparametric testing procedure in order to control both the individual error rate and the experiment-wise error rate. A power comparison with Loughin and Noble's test is provided in the case of a unreplicated 2⁴ full factorial design.     

On the independence problem and kendall's tau

A modification of Kendall's test for independence is described which allows one to test for association in a bivariate distribution as measured by Kendall's tau, a property not shared by Kendall's procedure. The proposed procedure, however, still provides an exactly distribution-free test of independence. The test procedure is inverted to obtain a confidence interval for tau which has distinct advantages over the currently employed confidence interval.     

Tests for compound periodicities and estimating a non linear function

We propose two tests for testing compound periodicities which are the uniformly most powerful invariant decision procedures against simple periodicities. The second test can provide an excellent estimation of a compound periodic non linear function from observed data. These tests were compared with the tests proposed by Fisher and Siegel by Monte Carlo studies and we found that all the tests showed high power and high probability of a correct decision when all the amplitudes of underlying periods were the same. However, if there are at least several different periods with unequal amplitudes, then the second test proposed always showed high power and high probability of a correct decision, whereas the tests proposed by Fisher and Siegel gave 0 for the power and 0 for the probability of a correct decision, whatever the standard deviation of pseudo normal random numbers. Overall, the second test proposed is the best of all in view of the probability of a correct decision and power.