Some robust anova procedures under heteroscedasticity and nonnormality |
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Authors: | W. Y. Tan M. A. Tabatabai |
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Affiliation: | 1. Clinical Trial Section , National Cancer Institute , Bethesda, MD, 20205;2. Department of Mathematical Sciences , Cameron University , Lawton, OK, 73505 |
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Abstract: | In this paper we consider the problem of comparing several means under heteroscedasticity and nonnormality. By combining Huber‘s M-estimators with the Brown-Forsythe test, several robust procedures were developed; these procedures were compared through computer simulation studies with the Tan-Tabatabai procedure which was developed by combining Tiku's MML estimators with the Brown-Forsythe test. The numerical results indicate clearly that the Tan-Tabatabai procedure is considerably more powerful than tests based on Huber's M-estimators over a wide range of nonnormal distributions. |
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Keywords: | Brown-Forsythe test Ruber's M-estimators Monte Carlo comparisons Tan-Tdbatdbai test Tiku's MML estimator |
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