Empirical Likelihood-Based ANOVA for Trimmed Means

Mara Velina, Janis Valeinis, Luca Greco and George Luta
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Mara Velina: Department of Mathematics, Faculty of Physics and Mathematics, University of Latvia, Riga LV-1002, Latvia
Janis Valeinis: Department of Mathematics, Faculty of Physics and Mathematics, University of Latvia, Riga LV-1002, Latvia
Luca Greco: Department of Law, Economics, Management and Quantitative Methods, University of Sannio, Benevento 82100, Italy
George Luta: Department of Biostatistics, Bioinformatics and Biomathematics, Georgetown University, Washington, DC 20057, USA

IJERPH, 2016, vol. 13, issue 10, 1-13

Abstract: In this paper, we introduce an alternative to Yuen’s test for the comparison of several population trimmed means. This nonparametric ANOVA type test is based on the empirical likelihood (EL) approach and extends the results for one population trimmed mean from Qin and Tsao (2002). The results of our simulation study indicate that for skewed distributions, with and without variance heterogeneity, Yuen’s test performs better than the new EL ANOVA test for trimmed means with respect to control over the probability of a type I error. This finding is in contrast with our simulation results for the comparison of means, where the EL ANOVA test for means performs better than Welch’s heteroscedastic F test. The analysis of a real data example illustrates the use of Yuen’s test and the new EL ANOVA test for trimmed means for different trimming levels. Based on the results of our study, we recommend the use of Yuen’s test for situations involving the comparison of population trimmed means between groups of interest.

Keywords: ANOVA; empirical likelihood; trimmed means; robust statistics; hypothesis testing (search for similar items in EconPapers)
JEL-codes: I I1 I3 Q Q5 (search for similar items in EconPapers)
Date: 2016
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