
Inferences About a Quantile Shift Measure of Effect Size When There Is a Covariate
Author(s) -
Rand R. Wilcox
Publication year - 2022
Publication title -
international journal of statistics and probability
Language(s) - English
Resource type - Journals
eISSN - 1927-7040
pISSN - 1927-7032
DOI - 10.5539/ijsp.v11n2p52
Subject(s) - covariate , measure (data warehouse) , quantile , econometrics , statistics , mathematics , extant taxon , percentile , computer science , data mining , evolutionary biology , biology
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.