A new exact p-value approach for testing variance homogeneity
To test variance homogeneity, various likelihood-ratio based tests such as the Bartlett's test have been proposed. The null distributions of these tests were generally derived asymptotically or approximately. We re-examine the restrictive maximum likelihood ratio (RELR) statistic, and suggest a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Taylor & Francis Group
2022-01-01
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| Series: | Statistical Theory and Related Fields |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/24754269.2021.1907519 |
| _version_ | 1797677036845662208 |
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| author | Juan Wang Xinmin Li Hua Liang |
| author_facet | Juan Wang Xinmin Li Hua Liang |
| author_sort | Juan Wang |
| collection | DOAJ |
| description | To test variance homogeneity, various likelihood-ratio based tests such as the Bartlett's test have been proposed. The null distributions of these tests were generally derived asymptotically or approximately. We re-examine the restrictive maximum likelihood ratio (RELR) statistic, and suggest a Monte Carlo algorithm to compute its exact null distribution, and so its p-value. It is much easier to implement than most existing methods. Simulation studies indicate that the proposed procedure is also superior to its competitors in terms of type I error and powers. We analyse an environmental dataset for an illustration. |
| first_indexed | 2024-03-11T22:39:07Z |
| format | Article |
| id | doaj.art-c531a484506849b89de3c2fbdccef5f3 |
| institution | Directory Open Access Journal |
| issn | 2475-4269 2475-4277 |
| language | English |
| last_indexed | 2024-03-11T22:39:07Z |
| publishDate | 2022-01-01 |
| publisher | Taylor & Francis Group |
| record_format | Article |
| series | Statistical Theory and Related Fields |
| spelling | doaj.art-c531a484506849b89de3c2fbdccef5f32023-09-22T09:19:46ZengTaylor & Francis GroupStatistical Theory and Related Fields2475-42692475-42772022-01-0161818610.1080/24754269.2021.19075191907519A new exact p-value approach for testing variance homogeneityJuan Wang0Xinmin Li1Hua Liang2Qingdao UniversityQingdao UniversityGeorge Washington UniversityTo test variance homogeneity, various likelihood-ratio based tests such as the Bartlett's test have been proposed. The null distributions of these tests were generally derived asymptotically or approximately. We re-examine the restrictive maximum likelihood ratio (RELR) statistic, and suggest a Monte Carlo algorithm to compute its exact null distribution, and so its p-value. It is much easier to implement than most existing methods. Simulation studies indicate that the proposed procedure is also superior to its competitors in terms of type I error and powers. We analyse an environmental dataset for an illustration.http://dx.doi.org/10.1080/24754269.2021.1907519homogeneity of variancesbartlett's testrestrictive maximum likelihood ratio testtype i error rate |
| spellingShingle | Juan Wang Xinmin Li Hua Liang A new exact p-value approach for testing variance homogeneity Statistical Theory and Related Fields homogeneity of variances bartlett's test restrictive maximum likelihood ratio test type i error rate |
| title | A new exact p-value approach for testing variance homogeneity |
| title_full | A new exact p-value approach for testing variance homogeneity |
| title_fullStr | A new exact p-value approach for testing variance homogeneity |
| title_full_unstemmed | A new exact p-value approach for testing variance homogeneity |
| title_short | A new exact p-value approach for testing variance homogeneity |
| title_sort | new exact p value approach for testing variance homogeneity |
| topic | homogeneity of variances bartlett's test restrictive maximum likelihood ratio test type i error rate |
| url | http://dx.doi.org/10.1080/24754269.2021.1907519 |
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