Heteroscedasticity irrelevance when testing means difference
From MaRDI portal
Recommendations
- Heterogeneity of variance and biased hypothesis tests
- The two-sample \(t\) test: pre-testing its assumptions does not pay off
- Tests for mean equality that do not require homogeneity of variances: do they really Work?
- Conditional Probabilities of RejectingH0by Pooled and Separate-VariancestTests Given Heterogeneity of Sample Variances
- Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation
Cites work
- scientific article; zbMATH DE number 3046453 (Why is no real title available?)
- scientific article; zbMATH DE number 3103748 (Why is no real title available?)
- ON THE COMPARISON OF SEVERAL MEAN VALUES: AN ALTERNATIVE APPROACH
- Practical Solutions of the Behrens-Fisher Problem
- Testing Statistical Hypotheses of Equivalence and Noninferiority
- The two-sample \(t\) test: pre-testing its assumptions does not pay off
- Variance reduction for Bernoulli response variables in simulation
Cited in
(3)- Pretesting strategies for homoscedasticity when comparing means. Their robustness facing non-normality
- Goodness and lack of fit tests to pretest normality when comparing means
- Scaled average bioequivalence methods for highly variable drugs: leveling-off soft limits and the EMA's 2010 guideline (some ways to improve its type I error control)
This page was built for publication: Heteroscedasticity irrelevance when testing means difference
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4583165)