Modified tests for comparison of group means under heteroskedasticity and non-normality caused by outlier(s)

Authors : Mustafa CAVUS, Berna YAZİCİ, Ahmet SEZER

Pages : 493-510

View : 23 | Download : 7

Publication Date : 2017-06-01

Article Type : Research Paper

Abstract :There are several approximate tests proposed such as Welch`s F-test insert ignore into journalissuearticles values(W);, the Parametric Bootstrap Test insert ignore into journalissuearticles values(PB); and Generalized F-test insert ignore into journalissuearticles values(GF); for comparing several group means under heteroskedasticity. These tests are powerful and have nominal type 1 error rates but they are not performing satisfactorily under non-normality caused by outlierinsert ignore into journalissuearticles values(s);. To handle this problem, we investigate tests that are powerful and provide nominal type 1 error rates by using robust estimators both for location and scale parameters. The performance of the modified tests are examined with Monte-Carlo simulation studies. Results of simulations clearly indicate that Generalized F-test modied with Huber`s M-estimators achieves the nominal type 1 error rate and provide higher power than alternative methods.
Keywords : Outlier, Heteroskedasticity, Unbalanced, Huber`s M Estimators, Generalized F test