Inferences About a Quantile Shift Measure of Effect Size When There Is a Covariate

Rand R. Wilcox

International Journal of Statistics and Probability, 2022, vol. 11, issue 2, 52

Abstract: When comparing two independent groups, a possible appeal of the quantile shift measure of effect size is that its magnitude takes into account situations where one or both distributions are skewed. Extant results indicate that a percentile bootstrap method performs reasonably well given the goal of making inferences about this measure of effect size. The goal here is to suggest a method for making inferences about this measure of effect size when there is a covariate. The method is illustrated with data dealing with the wellbeing of older adults.

Date: 2022
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