Rothman–Woodroofe symmetry test statistic revisited

Daniel Gaigall

Computational Statistics & Data Analysis, 2020, vol. 142, issue C

Abstract: The Rothman–Woodroofe symmetry test statistic is revisited on the basis of independent but not necessarily identically distributed random variables. The distribution-freeness if the underlying distributions are all symmetric and continuous is obtained. The results are applied for testing symmetry in a meta-analysis random effects model. The consistency of the procedure is discussed in this situation as well. A comparison with an alternative proposal from the literature is conducted via simulations. Real data are analyzed to demonstrate how the new approach works in practice.

Keywords: Measurement error; Meta-analysis; Not identically distributed; Random effects model; Rothman–Woodroofe statistic; Symmetry test (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:142:y:2020:i:c:s0167947319301926

DOI: 10.1016/j.csda.2019.106837

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