Comparing the variances or robust measures of scale of two dependent variables

• Published in: Communications in statistics. Simulation and computation Vol. 51; no. 11; pp. 6610 - 6620
• Main Author: Wilcox, Rand R.
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis 02.11.2022; Taylor & Francis Ltd
• Subjects: Dependent variables; Morgan-Pitman test; percenile bootstrap; robust methods; Robustness; Statistical methods

The paper deals with two issues. The first is testing the hypothesis that two dependent variables have a common variance. Currently, a heteroscedastic analog of the Morgan-Pitman test appears to perform relatively well. The paper demonstrates that when the marginal distributions differ in skewness,...