Empirical Likelihood Ratio Tests for Homogeneity of Multiple Populations in the Presence of Auxiliary Information

Ronghuo Wu and Yongsong Qin
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Ronghuo Wu: Department of Mathemstics and Statistics, Yulin Normal University, Yulin 537000, China
Yongsong Qin: Department of Statistics, Guangxi Normal University, Guilin 541004, China

Mathematics, 2022, vol. 10, issue 13, 1-12

Abstract: The empirical likelihood ratio test (ELRT) statistic is constructed for testing the homogeneity of several nonparametric populations in the presence of some auxiliary information. It is shown—under some regularity conditions and under the null hypothesis that all distribution functions of the populations are equal—that the asymptotic distribution of the ELRT is a chi-squared distribution. The proposed ELRT could be more powerful than the Kruskal–Wallis test, as extra information can be efficiently employed by ELRT. The advantage of ELRT over T&P (2006) is that researchers do not need to select approximately normal statistics for inter-group comparisons, and ELRT is more suitable for the multi-population consistency test with a small sample size.

Keywords: test of homogeneity; estimating equation; empirical likelihood ratio test; auxiliary information; Kruskal–Wallis test (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
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