Rank‐based procedures in factorial designs: hypotheses about non‐parametric treatment effects

Rank‐based procedures in factorial designs: hypotheses about non‐parametric treatment effects
复制标题

因子设计中基于等级的程序:关于非参数治疗效果的假设

DOI:
10.1111/rssb.12222
复制
发表时间:
2016
期刊:
Journal of the Royal Statistical Society: Series B (Statistical Methodology)
影响因子:
--
通讯作者:
M. Puri
M. Puri
中科院分区:
--
文献类型:
--
作者:
E. Brunner;F. Konietschke;Markus Pauly;M. Puri

文献摘要

参考文献

被引文献

相似文献

非参数情况下的析因设计的现有检验是基于根据分布函数制定的假设。然而,典型的零假设,制定了一些参数或效果的措施,特别是在异方差设置。在这里,通过引入一种基于秩或伪随机的新型非参数方差分析类型的统计量,将这一思想扩展到非参数模型,该统计量适用于检验一般析因设计中有意义的非参数治疗效应中制定的假设。这是通过对治疗效应的基于秩的估计量的常见分布进行仔细详细的研究来实现的。由于统计量是渐近不是一个关键的量,我们提出了三种不同的近似技术,讨论他们的理论性质,并在广泛的模拟与两个额外的Wald-型检验一起比较。所提出的想法一般重复的措施设计的扩展进行了简要概述。所提出的基于秩和伪随机的方法相当准确地保持了预先分配的I类错误率,在不平衡和异方差模型中也是如此。
Existing tests for factorial designs in the non‐parametric case are based on hypotheses formulated in terms of distribution functions. Typical null hypotheses, however, are formulated in terms of some parameters or effect measures, particularly in heteroscedastic settings. Here this idea is extended to non‐parametric models by introducing a novel non‐parametric analysis‐of‐variance type of statistic based on ranks or pseudoranks which is suitable for testing hypotheses formulated in meaningful non‐parametric treatment effects in general factorial designs. This is achieved by a careful detailed study of the common distribution of rank‐based estimators for the treatment effects. Since the statistic is asymptotically not a pivotal quantity we propose three different approximation techniques, discuss their theoretic properties and compare them in extensive simulations together with two additional Wald‐type tests. An extension of the presented idea to general repeated measures designs is briefly outlined. The rank‐ and pseudorank‐based procedures proposed maintain the preassigned type I error rate quite accurately, also in unbalanced and heteroscedastic models.
DOI: 10.1214/12-ejs691
发表时间: 2012-01-01
影响因子: 1.1
作者:
Konietschke, Frank;Hothorn, Ludwig A.
通讯作者: Hothorn, Ludwig A.
DOI: 10.1111/rssb.12073
发表时间: 2015-03-01
影响因子: 5.8
作者:
Pauly, Markus;Brunner, Edgar;Konietschke, Frank
通讯作者: Konietschke, Frank