Maintaining the exchangeability assumption for a two-group permutation test in the non-randomized setting

Alan D. Hutson and Gregory E. Wilding

Journal of Applied Statistics, 2012, vol. 39, issue 7, 1593-1603

Abstract: In this note, we develop a new two-group bootstrap-permutation test that utilizes the tail-extrapolated quantile function estimator for the bootstrap component. This test is an extension of the standard two-group permutation test, that through its construction is defined to meet the exchangeability assumption, and thus it guarantees that the type I error is appropriately bounded by definition. This methodology is particularly useful in the non-randomized two-group setting for which the exchangeability assumption for the traditional two-group permutation test is untestable. We develop some theoretical results for the new test, followed by a simulation study and an example.

Date: 2012
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/02664763.2012.661707 (text/html)
Access to full text is restricted to subscribers.

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:taf:japsta:v:39:y:2012:i:7:p:1593-1603

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20

DOI: 10.1080/02664763.2012.661707

Access Statistics for this article

Journal of Applied Statistics is currently edited by Robert Aykroyd

More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().