A comparative study of robust tests for spread: asymmetric trimming strategies.
We examined 633 procedures that can be used to compare the variability of scores across independent groups. The procedures, except for one, were modifications of the procedures suggested by Levene (1960) and O'Brien (1981). We modified their procedures by substituting robust measures of the typical score and variability, rather than relying on classical estimators. The robust measures that we utilized were either based on a priori or empirically determined symmetric or asymmetric trimming strategies. The Levene-type and O'Brien-type transformed scores were used with either the ANOVA F test, a robust test due to Lee and Fung (1985), or the Welch (1951) test. Based on four measures of robustness, we recommend a Levene-type transformation based upon empirically determined 20% asymmetric trimmed means, involving a particular adaptive estimator, where the transformed scores are then used with the ANOVA F test.
Keselman
H J
HJ
University of Manitoba, Winnipeg, Manitoba, Canada. hj_keselman@umanitoba.ca
Wilcox
Rand R
RR
Algina
James
J
Othman
Abdul R
AR
Fradette
Katherine
K
D006801:Humans; D008960:Models, Psychological; D011584:Psychology / Q000379:methods* / Q000706:statistics & numerical data