A new exact p-value approach for testing variance homogeneity. Issue 1 (2nd January 2022)

• Record Type: Journal Article
• Authors: Wang, Juan; Li, Xinmin; Liang, Hua
• Is Part Of: Statistical theory and related fields. Volume 6:Issue 1(2022)
• Page Start: 81
• Page End: 86
• Publication Date: 2022-01-02
• Subjects: Homogeneity of variances -- Bartlett's test -- restrictive maximum likelihood ratio test -- type I error rate; Statistics -- Periodicals; Statistics; Periodicals; Electronic journals; 001.422
• DOI: 10.1080/24754269.2021.1907519
• Languages: English
• ISSNs: 2475-4269

Abstract

Abstract : To test variance homogeneity, various likelihood-ratio based tests such as the Bartlett's test have been proposed. The null distributions of these tests were generally derived asymptotically or approximately. We re-examine the restrictive maximum likelihood ratio (RELR) statistic, and suggest a Monte Carlo algorithm to compute its exact null distribution, and so its p -value. It is much easier to implement than most existing methods. Simulation studies indicate that the proposed procedure is also superior to its competitors in terms of type I error and powers. We analyse an environmental dataset for an illustration.