Yıl: 2017 Cilt: 9 Sayı: 3 Sayfa Aralığı: 197 - 212 Metin Dili: İngilizce DOI: 10.5336/biostatic.2017-56316 İndeks Tarihi: 16-03-2019

Comparison of Variance Homogenity Tests for Different Distributions

Öz:
Objective:The reliability of the hypothesis tests to be performed using variance analysis depends on the holding of the assumptions. In the analysis of variance, the sensitivity of the results obtained for the test statistic is most influenced by the heterogeneity of the variances. In this study, it is aimed to compare the variance homogeneity tests widely used in different literature for different distributions in terms of type-I error level and power.Material and Methods:1000 repetitive simulations were performed for the Levene median, Levene mean, Levene trimmed mean, bootstrap Levene median, Bartlett and Cochran tests. Four cases where the sample sizes are equal were taken as n1=n2=n3=15; n1=n2=n3=30; n1=n2=n3=45; n1=n2=n3=100 and the two cases where the sample sizes are not equal were taken as n1=15, n2=30, n3=45; n1=15, n2=30, n3=100. For different distributions, the data were generated by taking into account the skewness and kurtosis coefficients. For power, the variance ratios of 1:1:2, 1:2:4, 1:2:2 and 1:4:4 were taken and different variances were corresponded to different sample sizes.Results:In terms of type-I error rates, the bootstrap Levene median test gave the best result for all distributions. For power; if the sample sizes were equal, for medium and large sample sizes bootstrap Levene median and Levene median tests gave the best results. For large sample sizes Bartlett test gave similar results to these two tests. Conclusion:It was seen that, while the performances of the tests were affected from the distribution, the best result against the deviations from normality was obtained for the bootstrap Levene median test and the performance of the tests was affected from the variance-sample size combination.
Anahtar Kelime:

Konular: İstatistik ve Olasılık

Farklı Dağılımlar İçin Varyans Homojenlik Testlerinin Karşılaştırılması

Öz:
Amaç:Varyans analizi kullanılarak yapılacak olan hipotez testlerinin güvenilirliği, varsayımlarının sağlanmış olmasına bağlıdır. Varyans analizinde test istatistiği için elde edilen sonuçların duyarlılığı en çok varyansların heterojenliğinden etkilenmektedir. Bu çalışmada, farklı örneklem büyüklüklerinde, farklı dağılımlar için literatürde yaygın olarak kullanılan varyans homojenite testlerinin tip-I hata düzeyi ve güç bakımından karşılaştırılması amaçlanmıştır.Gereç ve Yöntemler:Levene medyan, Levene ortalama, Levene budanmış ortalama, bootstrap Levene medyan, Bartlett ve Cochran testleri için 1000 tekrarlı simülasyon çalışması gerçekleştirilmiştir. Örneklem büyüklüklerinin eşit olduğu dört durum n1=n2=n3=15; n1=n2=n3=30; n1=n2=n3=45; n1=n2=n3=100 ve örneklem büyüklüklerinin eşit olmadığı iki durum n1=15, n2=30, n3=45, n1=15, n2=30, n3=100 olarak alınmıştır. Farklı dağılımlar için çarpıklık ve basıklık katsayıları dikkate alınarak veriler türetilmiştir. Güç için, 1:1:2, 1:2:4, 1:2:2 ve 1:4:4 varyans oranları, farklı örneklem büyüklüklerine farklı varyans oranları denk gelecek şekilde alınmıştır.Bulgular:Tip-I hata oranları açısından, bootstrap Levene medyan testi tüm dağılımlar için en iyi sonucu vermiştir. Güç için; örneklem büyüklüklerinin eşit olması durumunda, orta ve yüksek örneklem büyüklüklerinde bootstrap Levene medyan ve Levene medyan testleri en iyi sonuçları vermiştir. Yüksek örneklem büyüklüklerinde Bartlett testi de bu iki teste benzer sonuçlar vermiştir.Sonuç:Test performanlarının dağılım yapısından etkilendiği görülmekle birlikte normallikten sapmalara karşı en iyi sonucun bootstrap Levene medyan testi için elde edildiği ve testlerin performansının varyans-örneklem büyüklüğü kombinasyonundan etkilendiği görülmüştür.
Anahtar Kelime:

Konular: İstatistik ve Olasılık
Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
  • Jan SL, Shieh G. Sample size determinations for Welch’s test in one-way heteroscedastic ANOVA. Br J Math Stat Psychol 2014;67(1):72-93.
  • Kaps M, Lamberson W. Biostatistics for Animal Science. London: 2014. p.445.
  • Cochran WG. Some consequences when the assumptions for the analysis of variance are not satisfied. Biometrics 1947;3(1):22-38.
  • Bishop TA, Dudewicz EJ. Exact analysis of variance with unequal variances: test procedures and tables. Technometrics 1978;20(4):419-30.
  • Özdamar K. SPSS İle Biyoistatistik. Eskişehir: Kaan Kitabevi; 1999. p.317-8.
  • Montgomery DG. Design and Analysis of Experiments. 3 rd ed. New York: John Wiley & Sons Inc; 1991. p.565.
  • Conover ME, Johnson ME, Johnson MM. A comparative study of test for homogeneity of variances, with applications to the outer continental shelf bidding data. Technometrics 1981;23(4):351-61.
  • Box GEP, Andersen SL. Permutation theory in the derivation of robust criteria and the study of departure from assumption. J R Stat Soc Series B 1955;17(1):1-34.
  • Shoemaker LH. Fixing the F test for equal variances. Am Stat 2003;57(2):105-14.
  • Levene H, Olkin I. Contributions to Probability and Statistics: Essays in Honor of Harold Hotelling. 1st ed. Stanford, Calif.; Stanford University Press; 1960. p.278-92.
  • Brown B, Forsythe A. Robust tests for equality of variances. J Am Stat Assoc 1974;69(346):364-7.
  • Boos DD, Brownie C. Bootstrap methods for testing homogeneity of variances. Technometrics 1989;31(1):69-82.
  • Boos DD, Brownie C. Comparing variances and other measures of dispersion. Stat Sci 2004;19(4):571-8.
  • Levene H. Robust tests for equality of variances. Contributions to Probability and Statistics: Essays in Honor of Harold Hotelling. 1st ed. Stanford, Calif.; Stanford University Press; 1960. p.278-92.
  • Fligner MA, Killeen TJ. Distribution-free two-sample tests for scale. J Am Stat Assoc 1976;71(353):210-3.
  • Filliben, JJ, Heckert A. Levene’s test for equality of variances, 2000. Erişim: http://www.nist.gov/itl/div898/handbook/eda/section3/ eda358.htm (8 Şubat 2017, 14.47).
  • Neter J, Kutner MH, Nachtsheim CJ, Wasserman W. Applied Linear Regression Model. 3rd ed. Illinois: Irwin Peechawanich; 1996. p.720.
  • Montgomery DC, Runger GC. Applied Statistics and Probability for Engineers. 4th ed. John Wiley & Sons; 2007. p.768.
  • Bartlett MS. Properties of sufficiency and statistical tests. Proceedings of the Royal Society of London Series A 1937;160:268-82.
  • Snedecor GW, Cochran WG. Statistical Methods. 7th ed. Ames, Iowa; Iowa State University Press; 1980. p.507.
  • Manly BFJR. Randomization, Bootstrap and Monte Carlo Methods in Biology. 2nd ed. Boca Raton, Florida; Chapman & Hall/CRC Press; 1997. p.424.
  • Fox J, Weisberg S. An R Companion to Applied Regression. 2nd ed. Thousand Oaks CA: Sage; 2011. p.449.
  • Gastwirth JL, Gel YR, Hui WL, Lyubchich V, Miao W, Noguchi K. Tools for Biostatistics, Public Policy, and Law. Version 3.2. 2017.
  • Komsta L. Tests for outliers. 2015. p.2-5. https://cran.r-project.org/web/packages/outliers/outliers.pdf.
  • Hatchavanich D. A Comparison of type I error and power of Bartlett’s test, Levene’s test and O’brien’s test for homogeneity of variance tests. Southeast-Asian J of Sciences 2014;3(2):181-94.
  • Vorapongsathorn T, Taejaroenkul S, Viwatwongkasem C. A comparison of type I error and power of Bartlett’s test, Levene’s test and Cochran’s test under violation of assumptions. Songklanakarin J Sci Technol 2004;26(4):537-47.
  • Parra-Frutos I. The behaviour of the modified Levene’s test when data are not normally distributed. Computational Statistics 2009;24(4):671-93.
  • Algina J, Blair RC, Coombs WT. A maximum test for scale: type I error rates and power. Journal of Educational and Behavioral Statistics 1995;20(1):27-39.
  • Algina J, Olejnik S, Romer O. Type I error rates and power estimates for selected two-sample tests of scale. Journal of Educational Statistics 1989;14(4):373-84.
  • Veitch WR, Roscoe JT. Homogeneity of variance: an empirical comparison of 4 statistical tests. The Journal of Experimental Education 1974;43(2):73-8.
APA BAYDILI K, Sigirli D (2017). Comparison of Variance Homogenity Tests for Different Distributions. , 197 - 212. 10.5336/biostatic.2017-56316
Chicago BAYDILI Kürşad Nuri,Sigirli Deniz Comparison of Variance Homogenity Tests for Different Distributions. (2017): 197 - 212. 10.5336/biostatic.2017-56316
MLA BAYDILI Kürşad Nuri,Sigirli Deniz Comparison of Variance Homogenity Tests for Different Distributions. , 2017, ss.197 - 212. 10.5336/biostatic.2017-56316
AMA BAYDILI K,Sigirli D Comparison of Variance Homogenity Tests for Different Distributions. . 2017; 197 - 212. 10.5336/biostatic.2017-56316
Vancouver BAYDILI K,Sigirli D Comparison of Variance Homogenity Tests for Different Distributions. . 2017; 197 - 212. 10.5336/biostatic.2017-56316
IEEE BAYDILI K,Sigirli D "Comparison of Variance Homogenity Tests for Different Distributions." , ss.197 - 212, 2017. 10.5336/biostatic.2017-56316
ISNAD BAYDILI, Kürşad Nuri - Sigirli, Deniz. "Comparison of Variance Homogenity Tests for Different Distributions". (2017), 197-212. https://doi.org/10.5336/biostatic.2017-56316
APA BAYDILI K, Sigirli D (2017). Comparison of Variance Homogenity Tests for Different Distributions. Türkiye Klinikleri Biyoistatistik Dergisi, 9(3), 197 - 212. 10.5336/biostatic.2017-56316
Chicago BAYDILI Kürşad Nuri,Sigirli Deniz Comparison of Variance Homogenity Tests for Different Distributions. Türkiye Klinikleri Biyoistatistik Dergisi 9, no.3 (2017): 197 - 212. 10.5336/biostatic.2017-56316
MLA BAYDILI Kürşad Nuri,Sigirli Deniz Comparison of Variance Homogenity Tests for Different Distributions. Türkiye Klinikleri Biyoistatistik Dergisi, vol.9, no.3, 2017, ss.197 - 212. 10.5336/biostatic.2017-56316
AMA BAYDILI K,Sigirli D Comparison of Variance Homogenity Tests for Different Distributions. Türkiye Klinikleri Biyoistatistik Dergisi. 2017; 9(3): 197 - 212. 10.5336/biostatic.2017-56316
Vancouver BAYDILI K,Sigirli D Comparison of Variance Homogenity Tests for Different Distributions. Türkiye Klinikleri Biyoistatistik Dergisi. 2017; 9(3): 197 - 212. 10.5336/biostatic.2017-56316
IEEE BAYDILI K,Sigirli D "Comparison of Variance Homogenity Tests for Different Distributions." Türkiye Klinikleri Biyoistatistik Dergisi, 9, ss.197 - 212, 2017. 10.5336/biostatic.2017-56316
ISNAD BAYDILI, Kürşad Nuri - Sigirli, Deniz. "Comparison of Variance Homogenity Tests for Different Distributions". Türkiye Klinikleri Biyoistatistik Dergisi 9/3 (2017), 197-212. https://doi.org/10.5336/biostatic.2017-56316