Robust weighted one-way ANOVA: Improved approximation and efficiency

Kulinskaya, Elena and Dollinger, Michael B. (2007) Robust weighted one-way ANOVA: Improved approximation and efficiency. Journal of Statistical Planning and Inference, 137 (2). pp. 462-472. ISSN 0378-3758

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Abstract

A robust test for the one-way ANOVA model under heteroscedasticity is developed in this paper. The data are assumed to be symmetrically distributed, apart from some outliers, although the assumption of normality may be violated. The test statistic to be used is a weighted sum of squares similar to the Welch [1951. On the comparison of several mean values: an alternative approach. Biometrika 38, 330-336.] test statistic, but any of a variety of robust measures of location and scale for the populations of interest may be used instead of the usual mean and standard deviation. Under the commonly occurring condition that the robust measures of location and scale are asymptotically normal, we derive approximations to the distribution of the test statistic under the null hypothesis and to its distribution under alternative hypotheses. An expression for relative efficiency is derived, thus allowing comparison of the efficiency of the test as a function of the choice of the location and scale estimators used in the test statistic. As an illustration of the theory presented here, we apply it to three commonly used robust location–scale estimator pairs: the trimmed mean with the Winsorized standard deviation; the Huber Proposal 2 estimator pair; and the Hampel robust location estimator with the median absolute deviation.

Item Type:	Article
Faculty \ School:	Faculty of Science > School of Computing Sciences
UEA Research Groups:	Faculty of Science > Research Groups > Norwich Epidemiology Centre Faculty of Medicine and Health Sciences > Research Groups > Norwich Epidemiology Centre Faculty of Science > Research Groups > Data Science and Statistics Faculty of Medicine and Health Sciences > Research Centres > Business and Local Government Data Research Centre (former - to 2023)
Depositing User:	Vishal Gautam
Date Deposited:	10 Mar 2011 08:28
Last Modified:	03 Nov 2023 01:43
URI:	https://ueaeprints.uea.ac.uk/id/eprint/23749
DOI:	10.1016/j.jspi.2006.01.008

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