假设不符合时非参数和参数方差分析检验统计量性能的比较

Holmes W. Finch
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引用次数: 212

摘要

摘要多元方差分析(MANOVA)对社会科学家来说是一个有用的工具,因为它允许对多个群体的反应变量均值进行比较。方差分析要求观测值是独立的,响应变量是多元正态分布的,响应变量的协方差矩阵在组间是齐次的。过去的研究表明,当正态性和齐次协方差矩阵的假设不满足时,标准方差分析检验统计量的I型错误率可能会膨胀,而其功率可能会减弱。当这两个假设不满足时,当前的研究比较了非参数替代方案与标准参数检验统计量之一的性能。结果表明,当协方差矩阵不满足齐次假设时,非参数方法比最稳健的参数统计具有更低的I型错误率和更高的功率。当正常的假设站不住脚时,……
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Comparison of the Performance of Nonparametric and Parametric MANOVA Test Statistics when Assumptions Are Violated
Abstract. Multivariate analysis of variance (MANOVA) is a useful tool for social scientists because it allows for the comparison of response-variable means across multiple groups. MANOVA requires that the observations are independent, the response variables are multivariate normally distributed, and the covariance matrix of the response variables is homogeneous across groups. When the assumptions of normality and homogeneous covariance matrices are not met, past research has shown that the type I error rate of the standard MANOVA test statistics can be inflated while their power can be attenuated. The current study compares the performance of a nonparametric alternative to one of the standard parametric test statistics when these two assumptions are not met. Results show that when the assumption of homogeneous covariance matrices is not met, the nonparametric approach has a lower type I error rate and higher power than the most robust parametric statistic. When the assumption of normality is untenable, th...
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来源期刊
CiteScore
2.70
自引率
6.50%
发文量
16
审稿时长
36 weeks
期刊最新文献
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