Physical Sciences and Mathematics Commons^™

Ancova: A Robust Omnibus Test Based On Selected Design Points, Rand R. Wilcox

Journal of Modern Applied Statistical Methods

Many robust analogs of the classic analysis of covariance method have been proposed. One approach, when comparing two independent groups, uses selected design points and then compares the groups at each design point using some robust method for comparing measures of location. So, if K design points are of interest, K tests are performed. There are rather obvious ways of performing, instead, an omnibus test that for all K points, no differences between the groups exist. One of the main results here is that several variations of these methods can perform very poorly in simulations. An alternative approach, based in …