Modification of S₁ statistic with Hodges-Lehmann as the central tendency measure

Normality and variance homogeneity assumptions are usually the main concern of parametric procedures such as in testing the equality of central tendency measures. Violation of these assumptions can seriously inflate the Type I error rates, which will cause spurious rejection of null hypotheses. Para...

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Main Author: Lee, Ping Yin
Format: Thesis
Language:en
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Published: 2018
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Online Access:https://etd.uum.edu.my/7349/1/Depositpermission_s813618.pdf
https://etd.uum.edu.my/7349/2/s813618_01.pdf
https://etd.uum.edu.my/7349/3/s813618_02.pdf
https://etd.uum.edu.my/7349/
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author Lee, Ping Yin
author_facet Lee, Ping Yin
author_sort Lee, Ping Yin
building UUM Library
collection Institutional Repository
content_provider Universiti Utara Malaysia
content_source UUM Electronic Theses
continent Asia
country Malaysia
description Normality and variance homogeneity assumptions are usually the main concern of parametric procedures such as in testing the equality of central tendency measures. Violation of these assumptions can seriously inflate the Type I error rates, which will cause spurious rejection of null hypotheses. Parametric procedures such as ANOVA and t-test rely heavily on the assumptions which are hardly encountered in real data. Alternatively, nonparametric procedures do not rely on the distribution of the data, but the procedures are less powerful. In order to overcome the aforementioned issues, robust procedures are recommended. S₁ statistic is one of the robust procedures which uses median as the location parameter to test the equality of central tendency measures among groups, and it deals with the original data without having to trim or transform the data to attain normality. Previous works on S₁ showed lack of robustness in some of the conditions under balanced design. Hence, the objective of this study is to improve the original S₁ statistic by substituting median with Hodges-Lehmann estimator. The substitution was also done on the scale estimator using the variance of Hodges-Lehmann as well as several robust scale estimators. To examine the strengths and weaknesses of the proposed procedures, some variables like types of distributions, number of groups, balanced and unbalanced group sizes, equal and unequal variances, and the nature of pairings were manipulated. The findings show that all proposed procedures are robust across all conditions for every group case. Besides, three proposed procedures namely S₁(MADn), S₁(Tn) and S₁(Sn) show better performance than the original S₁ procedure under extremely skewed distribution. Overall, the proposed procedures illustrate the ability in controlling the inflation of Type I error. Hence, the objective of this study has been achieved as the three proposed procedures show improvement in robustness under skewed distributions.
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spelling my.uum.etd-73492021-08-09T08:33:33Z https://etd.uum.edu.my/7349/ Modification of S₁ statistic with Hodges-Lehmann as the central tendency measure Lee, Ping Yin QA273-280 Probabilities. Mathematical statistics Normality and variance homogeneity assumptions are usually the main concern of parametric procedures such as in testing the equality of central tendency measures. Violation of these assumptions can seriously inflate the Type I error rates, which will cause spurious rejection of null hypotheses. Parametric procedures such as ANOVA and t-test rely heavily on the assumptions which are hardly encountered in real data. Alternatively, nonparametric procedures do not rely on the distribution of the data, but the procedures are less powerful. In order to overcome the aforementioned issues, robust procedures are recommended. S₁ statistic is one of the robust procedures which uses median as the location parameter to test the equality of central tendency measures among groups, and it deals with the original data without having to trim or transform the data to attain normality. Previous works on S₁ showed lack of robustness in some of the conditions under balanced design. Hence, the objective of this study is to improve the original S₁ statistic by substituting median with Hodges-Lehmann estimator. The substitution was also done on the scale estimator using the variance of Hodges-Lehmann as well as several robust scale estimators. To examine the strengths and weaknesses of the proposed procedures, some variables like types of distributions, number of groups, balanced and unbalanced group sizes, equal and unequal variances, and the nature of pairings were manipulated. The findings show that all proposed procedures are robust across all conditions for every group case. Besides, three proposed procedures namely S₁(MADn), S₁(Tn) and S₁(Sn) show better performance than the original S₁ procedure under extremely skewed distribution. Overall, the proposed procedures illustrate the ability in controlling the inflation of Type I error. Hence, the objective of this study has been achieved as the three proposed procedures show improvement in robustness under skewed distributions. 2018 Thesis NonPeerReviewed text en https://etd.uum.edu.my/7349/1/Depositpermission_s813618.pdf text en https://etd.uum.edu.my/7349/2/s813618_01.pdf text en https://etd.uum.edu.my/7349/3/s813618_02.pdf Lee, Ping Yin (2018) Modification of S₁ statistic with Hodges-Lehmann as the central tendency measure. Masters thesis, Universiti Utara Malaysia.
spellingShingle QA273-280 Probabilities. Mathematical statistics
Lee, Ping Yin
Modification of S₁ statistic with Hodges-Lehmann as the central tendency measure
title Modification of S₁ statistic with Hodges-Lehmann as the central tendency measure
title_full Modification of S₁ statistic with Hodges-Lehmann as the central tendency measure
title_fullStr Modification of S₁ statistic with Hodges-Lehmann as the central tendency measure
title_full_unstemmed Modification of S₁ statistic with Hodges-Lehmann as the central tendency measure
title_short Modification of S₁ statistic with Hodges-Lehmann as the central tendency measure
title_sort modification of s₁ statistic with hodges-lehmann as the central tendency measure
topic QA273-280 Probabilities. Mathematical statistics
url https://etd.uum.edu.my/7349/1/Depositpermission_s813618.pdf
https://etd.uum.edu.my/7349/2/s813618_01.pdf
https://etd.uum.edu.my/7349/3/s813618_02.pdf
https://etd.uum.edu.my/7349/
url_provider http://etd.uum.edu.my/