SciELO - Scientific Electronic Library Online

 
vol.45 número2Spatial Econometric Models: A Bayesian ApproachBehavior of Some Hypothesis Tests for the Covariance Matrix of High Dimensional Data índice de autoresíndice de assuntospesquisa de artigos
Home Pagelista alfabética de periódicos  

Serviços Personalizados

Journal

Artigo

Indicadores

Links relacionados

  • Em processo de indexaçãoCitado por Google
  • Não possue artigos similaresSimilares em SciELO
  • Em processo de indexaçãoSimilares em Google

Compartilhar


Revista Colombiana de Estadística

versão impressa ISSN 0120-1751

Resumo

CELIK, Nuri. Robust Post-Hoc Multiple Comparisons: Skew t Distributed Error Terms. Rev.Colomb.Estad. [online]. 2022, vol.45, n.2, pp.363-372.  Epub 02-Fev-2023. ISSN 0120-1751.  https://doi.org/10.15446/rce.v45n2.100837.

The pairwise comparisons or post-hoc methods are used for determining the source of the difference of group means in one-way ANOVA. These methods are mostly depend on normality assumption. However, nonnormal distributions are more prevalent than normal distribution. Therefore, robust estimation methods become very important tools in statistical analysis. In this paper, we assume that the distribution of the error terms is Azzalini's skew t and obtain the robust estimators in order to make post-hoc tests in one-way ANOVA. We use maximum likelihood (ML) methodology and compare this methodology with some of robust estimators like M estimator, Wave estimator, trimmed mean and modified maximum likelihood (MML) methodology with Monte Carlo simulation study. Simulation results show that the proposed methodology is more preferable. We also compare power values of the test statistics and conclude that the test statistics based on the ML estimators are more powerful than the test statistics based on other methods.

Palavras-chave : One-way ANOVA; Post-Hoc Comparison; Skew t distribution; Robustness.

        · resumo em Espanhol     · texto em Inglês     · Inglês ( pdf )