Combined Permutation Tests for Pairwise Comparison of Scale Parameters Using Deviances

Scott J. Richter () and Melinda H. McCann
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Scott J. Richter: Department of Mathematics and Statistics, University of North Carolina at Greensboro, Greensboro, NC 27402, USA
Melinda H. McCann: Department of Statistics, Oklahoma State University, Stillwater, OK 74075, USA

Stats, 2024, vol. 7, issue 2, 1-11

Abstract: Nonparametric combinations of permutation tests for pairwise comparison of scale parameters, based on deviances, are examined. Permutation tests for comparing two or more groups based on the ratio of deviances have been investigated, and a procedure based on Higgins’ RMD statistic was found to perform well, but two other tests were sometimes more powerful. Thus, combinations of these tests are investigated. A simulation study shows a combined test can be more powerful than any single test.

Keywords: deviance; scale parameter; pairwise comparison; permutation test; combined test (search for similar items in EconPapers)
JEL-codes: C1 C10 C11 C14 C15 C16 (search for similar items in EconPapers)
Date: 2024
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