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The robustness of the modified H-statistic in the test of comparing independent groups

The H-statistic is a robust test statistic in comparing the equality of two and more than two independent groups. This statistic is one of a good alternative to the F-statistic in the analysis of variance (ANOVA). The F-statistic is good only when the distribution of data is normal with homogeneous...

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Main Authors: Abdullah, Suhaida, Teh, Kian Wooi, Syed Yahaya, Sharipah Soaad, Md Yusof, Zahayu
Format: Article
Language:English
Published: Academy of Sciences Malaysia 2020
Subjects:
QA75 Electronic computers. Computer science
Online Access:http://repo.uum.edu.my/27545/1/ASM%20Sc.%20J.%2C%2013%2C%202020%201%205.pdf
http://repo.uum.edu.my/27545/
http://doi.org/10.32802/asmscj.2020.sm26(1.27)
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spelling my.uum.repo.275452020-09-30T07:00:04Z http://repo.uum.edu.my/27545/ The robustness of the modified H-statistic in the test of comparing independent groups Abdullah, Suhaida Teh, Kian Wooi Syed Yahaya, Sharipah Soaad Md Yusof, Zahayu QA75 Electronic computers. Computer science The H-statistic is a robust test statistic in comparing the equality of two and more than two independent groups. This statistic is one of a good alternative to the F-statistic in the analysis of variance (ANOVA). The F-statistic is good only when the distribution of data is normal with homogeneous variances. If there is a violation of at least one of these assumptions, it affects the Type I error rate of the test. The main weakness of the F-statistic is its calculation based on the mean. The mean is well-known as a very sensitive central tendency measure with 0 breakdown point, whereas the H-statistic provides a test with fewer assumptions yet powerful. This statistic is readily adaptable to any measure of central tendency, and it appears to give reasonably good results. Hence, this paper provides a detailed study on the robustness of the H-statistic and its performance using different robust central tendency measures such that the modified one-step M (MOM) estimator and Winsorized MOM estimator. Based on the simulation study, this paper also investigates the performance of the H-statistic under various data conditions. The findings reveal that this statistic performs as well as the F-statistic under normal and homogeneous variance, yet it provides better control of Type I error rate under non-normal data or heterogeneous variances or both. Academy of Sciences Malaysia 2020 Article PeerReviewed application/pdf en http://repo.uum.edu.my/27545/1/ASM%20Sc.%20J.%2C%2013%2C%202020%201%205.pdf Abdullah, Suhaida and Teh, Kian Wooi and Syed Yahaya, Sharipah Soaad and Md Yusof, Zahayu (2020) The robustness of the modified H-statistic in the test of comparing independent groups. ASM Science Journal, 13. pp. 1-5. ISSN 1823-6782 http://doi.org/10.32802/asmscj.2020.sm26(1.27) doi:10.32802/asmscj.2020.sm26(1.27)
institution Universiti Utara Malaysia
building UUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Utara Malaysia
content_source UUM Institutional Repository
url_provider http://repo.uum.edu.my/
language English
topic QA75 Electronic computers. Computer science
spellingShingle QA75 Electronic computers. Computer science
Abdullah, Suhaida
Teh, Kian Wooi
Syed Yahaya, Sharipah Soaad
Md Yusof, Zahayu
The robustness of the modified H-statistic in the test of comparing independent groups
description The H-statistic is a robust test statistic in comparing the equality of two and more than two independent groups. This statistic is one of a good alternative to the F-statistic in the analysis of variance (ANOVA). The F-statistic is good only when the distribution of data is normal with homogeneous variances. If there is a violation of at least one of these assumptions, it affects the Type I error rate of the test. The main weakness of the F-statistic is its calculation based on the mean. The mean is well-known as a very sensitive central tendency measure with 0 breakdown point, whereas the H-statistic provides a test with fewer assumptions yet powerful. This statistic is readily adaptable to any measure of central tendency, and it appears to give reasonably good results. Hence, this paper provides a detailed study on the robustness of the H-statistic and its performance using different robust central tendency measures such that the modified one-step M (MOM) estimator and Winsorized MOM estimator. Based on the simulation study, this paper also investigates the performance of the H-statistic under various data conditions. The findings reveal that this statistic performs as well as the F-statistic under normal and homogeneous variance, yet it provides better control of Type I error rate under non-normal data or heterogeneous variances or both.
format Article
author Abdullah, Suhaida
Teh, Kian Wooi
Syed Yahaya, Sharipah Soaad
Md Yusof, Zahayu
author_facet Abdullah, Suhaida
Teh, Kian Wooi
Syed Yahaya, Sharipah Soaad
Md Yusof, Zahayu
author_sort Abdullah, Suhaida
title The robustness of the modified H-statistic in the test of comparing independent groups
title_short The robustness of the modified H-statistic in the test of comparing independent groups
title_full The robustness of the modified H-statistic in the test of comparing independent groups
title_fullStr The robustness of the modified H-statistic in the test of comparing independent groups
title_full_unstemmed The robustness of the modified H-statistic in the test of comparing independent groups
title_sort robustness of the modified h-statistic in the test of comparing independent groups
publisher Academy of Sciences Malaysia
publishDate 2020
url http://repo.uum.edu.my/27545/1/ASM%20Sc.%20J.%2C%2013%2C%202020%201%205.pdf
http://repo.uum.edu.my/27545/
http://doi.org/10.32802/asmscj.2020.sm26(1.27)
_version_ 1680323128188731392
score 13.211869

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