QANOVA: quantile-based permutation methods for general factorial designs
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Marc Ditzhaus [1] ; Roland Fried [1] ; Markus Pauly [1]
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[1] Technical University of Dortmund
Technical University of Dortmund
Kreisfreie Stadt Dortmund, Alemania
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- Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 30, Nº. 4, 2021, págs. 960-979
- Idioma: inglés
- DOI: 10.1007/s11749-021-00758-y
- Texto completo no disponible (Saber más ...)
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Resumen
Population means and standard deviations are the most common estimands to quantify effects in factorial layouts. In fact, most statistical procedures in such designs are built toward inferring means or contrasts thereof. For more robust analyses, we consider the population median, the interquartile range (IQR) and more general quantile combinations as estimands in which we formulate null hypotheses and calculate compatible confidence regions. Based upon simultaneous multivariate central limit theorems and corresponding resampling results, we derive asymptotically correct procedures in general, potentially heteroscedastic, factorial designs with univariate endpoints. Special cases cover robust tests for the population median or the IQR in arbitrary crossed one-, two- and higher-way layouts with potentially heteroscedastic error distributions. In extensive simulations, we analyze their small sample properties and also conduct an illustrating data analysis comparing children’s height and weight from different countries.
