Permutation tests of scale using deviances. Issue 7 (9th August 2017)

• Record Type: Journal Article
• Authors: Richter, Scott J.; McCann, Melinda H.
• Is Part Of: Communications in statistics. Volume 46:Issue 7(2017)
• Page Start: 5553
• Page End: 5565
• Publication Date: 2017-08-09
• Subjects: Deviance -- Medians -- Scale -- Permutation test -- Robust test; 62-07; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2016.1165844
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: Robust tests for comparing scale parameters, based on deviances—absolute deviations from the median—are examined. Higgins (2004) proposed a permutation test for comparing two treatments based on the ratio of deviances, but the performance of this procedure has not been investigated. A simulation study examines the performance of Higgins' test relative to other tests of scale utilizing deviances that have been shown in the literature to have good properties. An extension of Higgins' procedure to three or more treatments is proposed, and a second simulation study compares its performance to other omnibus tests for comparing scale. While no procedure emerged as a preferred choice in every scenario, Higgins' tests are found to perform well overall with respect to Type I error rate and power.