Heteroscedasticity irrelevance when testing means difference
Flores M., Pablo (Escuela Superior Politécnica de Chimborazo (Equador). Grupo de Investigación en Ciencia de Datos CIDED)
Ocaña, Jordi (Universitat de Barcelona)

Date:	2018
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.
Rights:	Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.
Language:	Anglès
Document:	Article ; recerca ; Versió publicada
Subject:	Homoscedasticity ; Equivalence test ; Indifference zone ; Pretest ; Student's t test
Published in:	SORT : statistics and operations research transactions, Vol. 42 Núm. 1 (January-June 2018) , p. 59-72 (Articles) , ISSN 2013-8830

Adreça alternativa: https://raco.cat/index.php/SORT/article/view/338210
DOI: 10.2436/20.8080.02.69

14 p, 370.8 KB

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