A Note on the Robust Modification of the Ordered-Heterogeneity Test

Markus Neuhäuser () and Sabrina Schmitt
Additional contact information
Markus Neuhäuser: Department of Mathematics, Informatics, and Technology, RheinAhrCampus, Koblenz University of Applied Sciences, Joseph-Rovan-Allee 2, 53424 Remagen, Germany
Sabrina Schmitt: Institute for Clinical Epidemiology and Biometry, Medical Faculty, Julius-Maximilians-University Würzburg, Am Schwarzenberg 15, 97078 Würzburg, Germany

Stats, 2025, vol. 8, issue 2, 1-8

Abstract: An ordered heterogeneity (OH) test is a test for a trend that combines a nondirectional heterogeneity test with the rank-order information specified under the alternative. A modified OH test introduced in 2006 can detect all possible patterns under the alternative with a relatively high power. Here, it is proposed to apply the modified OH test as a permutation test, which has the advantage that it requires only the exchangeability of the observations in the combined sample under the null hypothesis. No additional assumptions or simulations of critical values are necessary. A simulation study indicates that the permutation OH test controls the significance level even for small sample sizes and has a good power, comparable to competing tests. Moreover, the main advantage of the OH tests is their very broad applicability; they can always be applied when a heterogeneity test exists.

Keywords: k -sample test; test for trend; nonparametric test; ordered heterogeneity test; permutation test; Spearman’s rank correlation (search for similar items in EconPapers)
JEL-codes: C1 C10 C11 C14 C15 C16 (search for similar items in EconPapers)
Date: 2025
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2571-905X/8/2/47/pdf (application/pdf)
https://www.mdpi.com/2571-905X/8/2/47/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jstats:v:8:y:2025:i:2:p:47-:d:1672886

Access Statistics for this article

Stats is currently edited by Mrs. Minnie Li

More articles in Stats from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().