URV's Author/s: Ocaña, Jordi Flores, Pablo

Keywords: Homoscedasticity, equivalence test, indifference zone, pretest, Student’s t test

Abstract: Heteroscedasticity produces a lack of type I error control in Student’s t test for difference between means. Pretesting for it (e.g., by means of Levene’s test) should be avoided as this also induces type I error. These pretests are inadequate for their objective: not rejecting the null hypotheses is not a proof of homoscedasticity; and rejecting it may simply suggest an irrelevant heteroscedasticity. We propose a method to establish irrelevance limits for the ratio of variances. In conjunction with a test for dispersion equivalence, this appears to be a more affordable pretesting strategy.

Journal publication year: 2018

Publication Type: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article