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Type I Error Rates and Power Estimates of Selected Parametric and Nonparametric Tests of Scale

Stephen F. Olejnik and James Algina

Journal of Educational and Behavioral Statistics, 1987, vol. 12, issue 1, 45-61

Abstract: Estimated Type I error rates and power are reported for the Brown-Forsythe, O’Brien, Klotz, and Siegel-Tukey procedures. The effect of aligning the data, by using deviations from group means or group medians, is investigated for the latter two tests. Normal and non-normal distributions, equal and unequal sample-size combinations, and equal and unequal means are investigated for a two-group design. No test is robust and most powerful for all distributions, however, using O’Brien’s procedure will avoid the possibility of a liberal test and provide power almost as large as what would be provided by choosing the most powerful test for each distribution type. Using the Brown-Forsythe procedure with heavy-tailed distributions and O’Brien’s procedure for other distributions will increase power modestly and maintain robustness. Using the mean-aligned Klotz test or the unaligned Klotz test with appropriate distributions can increase power, but only at the risk of increased Type I error rates if the tests are not accurately matched to the distribution type.

Keywords: variance equality; type I errors; power (search for similar items in EconPapers)
Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:sae:jedbes:v:12:y:1987:i:1:p:45-61

DOI: 10.3102/10769986012001045

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