The Skillings-Mack test (Friedman test when there are missing data)

The Skillings-Mack test (Friedman test when there are missing data)
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DOI:
10.1177/1536867x0900900208
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发表时间:
2009-01-01
期刊:
影响因子:
4.8
通讯作者:
Mander, Adrian
Mander, Adrian
中科院分区:
数学3区
文献类型:
--
作者:
Chatfield, Mark;Mander, Adrian

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Skillings-Mack统计量(Skillings and Mack,1981,Technometrics 23:171-177)是一种通用的Friedman型统计量,几乎可以用于任何具有任意缺失数据结构的区组设计。缺失数据可以是设计缺失,如不完全区组设计,也可以是完全随机缺失。当平衡完整区组设计中没有缺失数据时,Skillings-Mack检验相当于Friedman检验,而Skillings-Mack检验相当于Durbin(1951年,英国心理学杂志,统计部分4:85-90)中建议的平衡不完整区组设计检验。Friedman检验由Goldstein在Stata中实施(19911 Stata Technical Bulletin 3:26-27),并在Goldstein中进一步发展(2005,Stata,Journal 5:285)。本文介绍了skillmack命令,它执行Skillings-Mack测试。当有许多平局或相等的排名时,skillmack命令也很有用(注意:Friedman统计量与χ(2)分布相比,将给出一个保守的结果),以及对于小样本,通过在Mill假设下模拟检验统计量的分布,可以得到适当的结果。
The Skillings-Mack statistic (Skillings and Mack, 1981, Technometrics 23: 171-177) is a general Friedman-type statistic that call be used ill almost any block design with an arbitrary missing-data structure. The missing data call be either missing by design, for example, all incomplete block design, or missing completely at random. The Skillings-Mack test is equivalent to the Friedman test when there are no missing data ill a balanced complete block design, and the Skillings-Mack test is equivalent to the test suggested in Durbin (1951, British Journal of Psychology, Statistical Section 4: 85-90) for a balanced incomplete block design. The Friedman test was implemented in Stata by Goldstein (19911 Stata Technical Bulletin 3: 26-27) and further developed in Goldstein (2005, Stata, Journal 5: 285). This article introduces the skilmack command, which performs the Skillings-Mack test.The skilmack command is also useful when there are many ties or equal ranks (N.B. the Friedman statistic compared with the chi(2) distribution will give a conservative result), as well as for small samples, appropriate results call be obtained by simulating the distribution of the test statistic under the mill hypothesis.