Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2018

Heteroscedasticity irrelevance when testing means difference

  • Datos identificativos

    Identificador: RP:2473
    Handle: http://hdl.handle.net/20.500.11797/RP2473
  • Autores:

    Ocaña, Jordi
    Flores, Pablo
  • Otros:

    Autor/es de la URV: Ocaña, Jordi Flores, Pablo
    Palabras clave: Homoscedasticity, equivalence test, indifference zone, pretest, Student’s t test
    Resumen: 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.
    Año de publicación de la revista: 2018
    Tipo de publicación: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article
  • Palabras clave:

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

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