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A Levene-type test of homogeneity of variances against ordered alternatives

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Abstract

Investigations focusing on differences in scale parameters across multiple samples appear in various scientific fields, e.g., when assessing measurement precision. In such cases a natural order of groups often suggests itself, which can be exploited by tests involving ordered alternatives. We propose multiple contrast tests with order-restriction based on robust Levene residuals as a powerful approach to detect scale differences between several groups. The proposed method is applied to a real data set and also extensive simulation is conducted to assess power and robustness against non-normality.

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Authors and Affiliations

  1. Institute of Biostatistics, Leibniz University Hannover, Herrenhaeuser Strasse 2, 30419 , Hannover, Germany

    Philip Pallmann & Ludwig A. Hothorn

  2. Department of Mathematics and Statistics, South Dakota State University, Brookings, SD , 57007, USA

    Gemechis D. Djira

Authors
  1. Philip Pallmann
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  2. Ludwig A. Hothorn
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  3. Gemechis D. Djira
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Correspondence to Philip Pallmann.

Additional information

The work of the second author (LAH) was partly supported by the German Science Foundation grant DFG-HO1687. The authors wish to thank the editor and two anonymous referees for hints and suggestions that helped improve the manuscript.

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Pallmann, P., Hothorn, L.A. & Djira, G.D. A Levene-type test of homogeneity of variances against ordered alternatives. Comput Stat 29, 1593–1608 (2014). https://doi.org/10.1007/s00180-014-0508-z

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  • DOI: https://doi.org/10.1007/s00180-014-0508-z

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