Premium
Comparing two independent groups: A test based on a one‐step M‐estimator and bootstrap‐ t
Author(s) -
Özdemir A. Fırat
Publication year - 2013
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1111/j.2044-8317.2012.02053.x
Subject(s) - kurtosis , mathematics , estimator , statistics , percentile , skewness , type i and type ii errors , test (biology) , paleontology , biology
A new test is proposed for the problem of comparing two independent groups in terms of some measure of location. The proposed test () uses a one‐step M‐estimator and a bootstrap‐ t method with the procedure proposed by Özdemir and Kurt (2006). Eight methods were compared in terms of actual Type I error and power when the underlying distributions differ in skewness and kurtosis under heterogeneity of variances. For the 21 theoretical distributions, the Yuen test with the bootstrap‐ t method was the most favourable, followed by test. For the five real data sets, the proposed test and percentile bootstrap method with the one‐step M‐estimator performed best.