Heteroscedasticity irrelevance when testing means difference

Abstract:

Heteroscedasticity produces a lack of type I error control in Student’s t test for difference between means. Pretesting for it (e.g., by means of Levene’s test) should be avoided as this also induces type I error. These pretests are inadequate for their objective: not rejecting the null hypotheses is not a proof of homoscedasticity; and rejecting it may simply suggest an irrelevant heteroscedasticity. We propose a method to establish irrelevance limits for the ratio of variances. In conjunction with a test for dispersion equivalence, this appears to be a more affordable pretesting strategy.

Año de publicación:

2018

Keywords:

• Student’s t test
• Equivalence test
• Pretest
• Homoscedasticity
• Indifference zone

Fuente:

scopus

google