Islam, Tanweer (2016): Preliminary tests of homogeneity type I error rates under nonnormality.

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Abstract
Many statistical procedures utilize preliminary tests to enhance the accuracy of the final inferences. Preliminary tests like GoldfeldQuandt (GQ) and Levenetype tests are used to assess the assumption of equality of population variances with normality as the underlying distributional assumption. Such tests must be used with care as the final inferences are conditional on the performance of these tests at first stage. This study explores the size distortions of GQ and Levenetype tests under nonnormality. The results do not warrant the use of GQ & Levene test under nonnormality as the size distortions are as high as 88 & 48% for the respective statistics. However, the modified form of Levene test (BFtest) retains its size properties except for the multimodel alternatives with relatively big outliers.
Item Type:  MPRA Paper 

Original Title:  Preliminary tests of homogeneity type I error rates under nonnormality 
English Title:  Preliminary tests of homogeneity type I error rates under nonnormality 
Language:  English 
Keywords:  Size Distortions, Levene test, equality of variances 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C12  Hypothesis Testing: General C  Mathematical and Quantitative Methods > C6  Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling C  Mathematical and Quantitative Methods > C6  Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C63  Computational Techniques ; Simulation Modeling 
Item ID:  84108 
Depositing User:  Dr Tanweer Islam 
Date Deposited:  26 Jan 2018 10:15 
Last Modified:  26 Sep 2019 19:27 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/84108 