ANCOVA: a heteroscedastic global test when there is curvature and two covariates

DOI10.1007/S00180-015-0640-4zbMATH Open1348.65042OpenAlexW1943690327MaRDI QIDQ333398FDOQ333398

Authors Rand R. Wilcox

Publication date 28 October 2016

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1509.00103

zbMATH Keywords

trimmed meanANCOVAsmoothersWell Elderly 2 study

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Abstract: For two independent groups, let $M_j(mathbfX)$ be some conditional measure of location for the $j$th group associated with some random variable $Y$ given $mathbfX=(X_1,X_2)$. Let $Omega=mathbf{X}_1,ldots,mathbf{X}_K$ be a set of $K$ points to be determined. An extant technique can be used to test $H_0$: $M_1(mathbfX)=M_2(mathbfX)$ for each $mathbfXinOmega$ without making any parametric assumption about $M_j(mathbfX)$. But there are two general reasons to suspect that the method can have relatively low power. The paper reports simulation results on an alternative approach that is designed to test the global hypothesis $H_0$: $M_1(mathbfX)=M_2(mathbfX)$ for all $mathbfXinOmega$. The main result is that the new method offers a distinct power advantage. Using data from the Well Elderly 2 study, it is illustrated that the alternative method can make a practical difference in terms of detecting a difference between two groups.

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Cited in

(3)

• Heteroscedastic global tests that the regression parameters for two or more independent groups are identical
• Within groups analysis of covariance: multiple comparisons at specified design points using a robust measure location when there is curvature
• ANCOVA: an approach based on a robust heteroscedastic measure of effect size

Describes a project that uses

Uses Software

• robustbase
• WRS2

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