Communications for Statistical Applications and Methods

  • 제3권3호
  • /
  • Pages.283-290
  • /
  • 1996
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

The Comparative Power Evaluation of Parametric Versus Nonparametric Methods

  • Choi, Young-Hun (Associate Professor, Department of Statistics, Hanshin University)
  • 발행 : 1996.12.01
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초록

The simulation study shows that the rank transform test has relatively superior power advantages over the parametric analysis of variance test in many cases for a $2^3$ factorial design, particularly with heavy-tailed distributions of the error terms. However the rank transform test should be cautiously used when all main effects and interactions related to a testing effect are possibly present at the same time.

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참고문헌

  1. Communications in Statistics, Part B, Simulation and Computation v.16 Limitations of the Rank Transform Statistic in Tests for Interactions Blair, R. C.;Sawilowsky, S. S.;Higgins, J. J.
  2. The Annals of Mathematical Statistics v.29 A Note on the Generation of Random Normal Deviates Box, G. E. P.;Muller, M. E.
  3. The Korean Journal of Applied Statistics v.8 no.2 Simulation Analysis of Type Ⅰ Error and Power for F Test and Rank Transformed F Test in 2² Factorial ANOVA Choi, Y. H.
  4. Communication in Statistics v.A5 On Some Alternative Procedure Using Ranks for the Analysis of Experimental Designs Conover, W. J.;Iman, R. L.
  5. Journal of the American Statistical Association v.79 The F Statistic in the Two-Way Layout with Rank Score Transformed Data Hora, S. C.;Conover, W. J.
  6. Simulation Modeling and Analysis Law, A. M/;Kelton, W. D.
  7. Annals of Mathematical Statistics v.32 Generating Exponential Random Variables Marsaglia, G.
  8. Journal of Statistical Computation Simulation v.23 Parametric Versus Rank Transform Procedures in the Two-Way Factorial Experiment: A Comparative Study Pavur, R.;Nath, R.
  9. Journal of Statistical Computation Simulation v.20 Simulated Efficiencies of Tests ad Estimators from General Linear Models Analyssi based on Ranks: The Two-Way Layout with Interaction Pirie, W. R.;Rauch, H. L.
  10. Biometrika v.78 A Note on the Rank Transform for Interactions Thompson, G. L.