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                                       Details for article 17 of 17 found articles
 
 
  The 'improved' brown and forsythe test for mean equality: some things can't be fixed
 
 
Title: The 'improved' brown and forsythe test for mean equality: some things can't be fixed
Author: Keselman, H. J.
Wilcox, Rand R.
Appeared in: Communications in statistics
Paging: Volume 28 (1999) nr. 3 pages 687-698
Year: 1999
Contents: Mehrotra (1997) presented an ';improved' Brown and Forsythe (1974) statistic which is designed to provide a valid test of mean equality in independent groups designs when variances are heterogeneous. In particular, the usual Brown and Fosythe procedure was modified by using a Satterthwaite approximation for numerator degrees of freedom instead of the usual value of number of groups minus one. Mehrotra then, through Monte Carlo methods, demonstrated that the 'improved' method resulted in a robust test of significance in cases where the usual Brown and Forsythe method did not. Accordingly, this 'improved' procedure was recommended. We show that under conditions likely to be encountered in applied settings, that is, conditions involving heterogeneous variances as well as nonnormal data, the 'improved' Brown and Forsythe procedure results in depressed or inflated rates of Type I error in unbalanced designs. Previous findings indicate, however, that one can obtain a robust test by adopting a heteroscedastic statistic with the robust estimators, rather than the usual least squares estimators, and further improvement can be expected when critical significance values are obtained through bootstrapping methods.
Publisher: Taylor & Francis
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 17 of 17 found articles
 
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