Of rowing boats, ocean liners and tests of the ANOVA homogeneity of variance assumption

Of rowing boats, ocean liners and tests of the ANOVA homogeneity of variance assumption
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划艇、远洋客轮和 ANOVA 方差齐性假设的检验

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发表时间:
2002
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通讯作者:
K. McGuinness
K. McGuinness
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文献类型:
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作者:
K. McGuinness

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方差分析(ANOVA)的假设之一是被比较的组的方差近似相等。在进行分析之前,通常会检查这个假设,尽管有些工作人员认为ANOVA是稳健的,不需要麻烦,而其他人则完全避免参数程序。两个最常用的异质性检验是Bartlett检验和Cochran检验,尽管对于大多数这些检验来说,它们可能比ANOVA本身对ANOVA假设的违反更敏感。模拟用于检查这两个检验如何保护ANOVA免受方差异质性造成的问题的影响。虽然Cochran检验的表现略好于Bartlett检验,但这两种检验的表现都很差,经常无法进行完全有效的分析。鉴于这些结果,就如何进行提出了建议。
One of the assumptions of analysis of variance (ANOVA) is that the variances of the groups being compared are approximately equal. This assumption is routinely checked before doing an analysis, although some workers consider ANOVA robust and do not bother and others avoid parametric procedures entirely. Two of the more commonly used heterogeneity tests are Bartlett's and Cochran's, although, as for most of these tests, they may well be more sensitive to violations of the ANOVA assumptions than is ANOVA itself. Simulations were used to examine how well these two tests protected ANOVA against the problems created by variance heterogeneity. Although Cochran's test performed a little better than Bartlett's, both tests performed poorly, frequently disallowing perfectly valid analyses. Recommendations are made about how to proceed, given these results.