Parametric location-scale and scale trend tests based on Levene's transformation

Research output: Contribution to journalArticleResearchpeer review

Authors

  • Markus Neuhäuser
  • Ludwig A. Hothorn

Research Organisations

External Research Organisations

  • Altana Pharma
View graph of relations

Details

Original languageEnglish
Pages (from-to)189-200
Number of pages12
JournalComputational Statistics and Data Analysis
Volume33
Issue number2
Publication statusPublished - 28 Apr 2000

Abstract

In case of heteroscedasticity classical tests for trend in location do not control the type I error rate and have a reduced power. Since increasing locations are often accompanied by an increase in variability and apparent heteroscedasticity indicates that there are treatment differences, it is appropriate to consider an alternative involving trends in location as well as in scale. As a location-scale trend test we use the sum of a location and a scale trend test statistic. The investigated scale trend test is based on Levene's transformations. According to our simulation study we suggest to construct the tests using the principle of Bartholomew's likelihood ratio test. The different tests are applied to the data of a biomedical study.

Keywords

    Bartholomew's test, Heteroscedasticity, Levene's transformation, Location-scale trend test, Multiple contrast test

ASJC Scopus subject areas

Cite this

Parametric location-scale and scale trend tests based on Levene's transformation. / Neuhäuser, Markus; Hothorn, Ludwig A.
In: Computational Statistics and Data Analysis, Vol. 33, No. 2, 28.04.2000, p. 189-200.

Research output: Contribution to journalArticleResearchpeer review

Neuhäuser M, Hothorn LA. Parametric location-scale and scale trend tests based on Levene's transformation. Computational Statistics and Data Analysis. 2000 Apr 28;33(2):189-200. doi: 10.1016/S0167-9473(99)00051-1
Neuhäuser, Markus ; Hothorn, Ludwig A. / Parametric location-scale and scale trend tests based on Levene's transformation. In: Computational Statistics and Data Analysis. 2000 ; Vol. 33, No. 2. pp. 189-200.
Download
@article{f7b9ffe8fd5d43e9b716d647ab91d9fc,
title = "Parametric location-scale and scale trend tests based on Levene's transformation",
abstract = "In case of heteroscedasticity classical tests for trend in location do not control the type I error rate and have a reduced power. Since increasing locations are often accompanied by an increase in variability and apparent heteroscedasticity indicates that there are treatment differences, it is appropriate to consider an alternative involving trends in location as well as in scale. As a location-scale trend test we use the sum of a location and a scale trend test statistic. The investigated scale trend test is based on Levene's transformations. According to our simulation study we suggest to construct the tests using the principle of Bartholomew's likelihood ratio test. The different tests are applied to the data of a biomedical study.",
keywords = "Bartholomew's test, Heteroscedasticity, Levene's transformation, Location-scale trend test, Multiple contrast test",
author = "Markus Neuh{\"a}user and Hothorn, {Ludwig A.}",
year = "2000",
month = apr,
day = "28",
doi = "10.1016/S0167-9473(99)00051-1",
language = "English",
volume = "33",
pages = "189--200",
journal = "Computational Statistics and Data Analysis",
issn = "0167-9473",
publisher = "Elsevier",
number = "2",

}

Download

TY - JOUR

T1 - Parametric location-scale and scale trend tests based on Levene's transformation

AU - Neuhäuser, Markus

AU - Hothorn, Ludwig A.

PY - 2000/4/28

Y1 - 2000/4/28

N2 - In case of heteroscedasticity classical tests for trend in location do not control the type I error rate and have a reduced power. Since increasing locations are often accompanied by an increase in variability and apparent heteroscedasticity indicates that there are treatment differences, it is appropriate to consider an alternative involving trends in location as well as in scale. As a location-scale trend test we use the sum of a location and a scale trend test statistic. The investigated scale trend test is based on Levene's transformations. According to our simulation study we suggest to construct the tests using the principle of Bartholomew's likelihood ratio test. The different tests are applied to the data of a biomedical study.

AB - In case of heteroscedasticity classical tests for trend in location do not control the type I error rate and have a reduced power. Since increasing locations are often accompanied by an increase in variability and apparent heteroscedasticity indicates that there are treatment differences, it is appropriate to consider an alternative involving trends in location as well as in scale. As a location-scale trend test we use the sum of a location and a scale trend test statistic. The investigated scale trend test is based on Levene's transformations. According to our simulation study we suggest to construct the tests using the principle of Bartholomew's likelihood ratio test. The different tests are applied to the data of a biomedical study.

KW - Bartholomew's test

KW - Heteroscedasticity

KW - Levene's transformation

KW - Location-scale trend test

KW - Multiple contrast test

UR - http://www.scopus.com/inward/record.url?scp=0033750241&partnerID=8YFLogxK

U2 - 10.1016/S0167-9473(99)00051-1

DO - 10.1016/S0167-9473(99)00051-1

M3 - Article

AN - SCOPUS:0033750241

VL - 33

SP - 189

EP - 200

JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

SN - 0167-9473

IS - 2

ER -