ANCOVA: An Approach Based on a Robust Heteroscedastic Measure of Effect Size

Rand R. Wilcox ()
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Rand R. Wilcox: University of Southern California

Sankhya B: The Indian Journal of Statistics, 2022, vol. 84, issue 2, No 17, 845 pages

Abstract: Abstract When comparing two independent groups, there is now a substantial literature on characterizing the difference between the groups using a measure of effect size that is based on a measure of location in conjunction with some measure of dispersion. Included is a measure of effect size that allows heteroscedasticity. This paper suggests a robust extension of this heteroscedastic measure of effect size to situations where there is a covariate. A method for making inferences about the proposed measure of effect size is described and studied via simulations. The proposed method is illustrated with data dealing with the wellbeing of older adults.

Keywords: Effect size; robust methods; quantile regression estimator; heteroscedasticity; wellbeing; Primary; 62G09 (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s13571-022-00291-4

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