A Heteroscedastic Analog of the Wilcoxon–Mann–Whitney Test When There Is A Covariate

Rand R. Wilcox

International Journal of Statistics and Probability, 2025, vol. 12, issue 2, 18

Abstract: A basic method for comparing two independent groups is in terms of the probability that a randomly sampled observation from the first group is less than a randomly sampled observation from the second group. The Wilcoxon–Mann–Whitney test is based on an estimate of this probability, but it uses an incorrect estimate of the standard error when the distributions differ. Numerous methods have been derived that are aimed at dealing with this issue. The goal here is to suggest a method for estimating this probability, given the value of a covariate. A well-known quantile regression estimator provides a way of dealing with this issue. The paper reports simulation results on how well this method performs.

Date: 2025
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://ccsenet.org/journal/index.php/ijsp/article/download/0/0/48476/52209 (application/pdf)
https://ccsenet.org/journal/index.php/ijsp/article/view/0/48476 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ibn:ijspjl:v:12:y:2025:i:2:p:18

Access Statistics for this article

More articles in International Journal of Statistics and Probability from Canadian Center of Science and Education Contact information at EDIRC.
Bibliographic data for series maintained by Canadian Center of Science and Education ().