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Applied Statistics Commons

Open Access. Powered by Scholars. Published by Universities.®

2007

Heteroscedasticity

Articles 1 - 2 of 2

Full-Text Articles in Applied Statistics

The Effects Of Heteroscedasticity On Tests Of Equivalence, Jamie A. Gruman, Robert A. Cribbie, Chantal A. Arpin-Cribbie May 2007

The Effects Of Heteroscedasticity On Tests Of Equivalence, Jamie A. Gruman, Robert A. Cribbie, Chantal A. Arpin-Cribbie

Journal of Modern Applied Statistical Methods

Tests of equivalence, which are designed to assess the similarity of group means, are becoming more popular, yet very little is known about the statistical properties of these tests. Monte Carlo methods are used to compare the test of equivalence proposed by Schuirmann with modified tests of equivalence that incorporate a heteroscedastic error term. It was found that the latter were more accurate than the Schuirmann test in detecting equivalence when sample sizes and variances were unequal.


On Flexible Tests Of Independence And Homoscedasticity, Rand R. Wilcox May 2007

On Flexible Tests Of Independence And Homoscedasticity, Rand R. Wilcox

Journal of Modern Applied Statistical Methods

Consider the nonparametric regression model Y = m(X) + τ(X)ε , where X and ε are independent random variables, ε has a mean of zero and variance σ2, τ is some unknown function used to model heteroscedasticity, and m(X) is an unknown function reflecting some conditional measure of location associated with Y, given X. Detecting dependence, by testing the hypothesis that m(X) does not vary with X, has the potential of being more sensitive to a wider range of associations compared to using Pearson's correlation. This note has two goals. The first is to point …