Pairwise comparisons of dependent groups based on medians

被引:5
|
作者
Wilcox, Rand R. [1 ]
机构
[1] Univ So Calif, Dept Psychol, Los Angeles, CA 90089 USA
关键词
robust methods; familywise error rated; kernel density estimators; bootstrap methods;
D O I
10.1016/j.csda.2005.04.017
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
For J >= 2 dependent groups, let theta(j) be the 0.5 quantile associated with the marginal distribution of the jth group. The paper focuses on two methods for testing H-0: theta(j) = theta(k) for all j < k. The first uses an estimate of the standard error of the estimated difference, with the estimates of the 0.5 quantiles based on a single order statistic. In simulations it is found to perform well with a sample size greater than or equal to 30. The second method uses the usual sample median in conjunction with a so-called bias adjusted percentile bootstrap method and performs well in simulations with sample sizes as small as 11. (C) 2005 Elsevier B.V. All rights reserved.
引用
收藏
页码:2933 / 2941
页数:9
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