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一种在非平衡设计中针对异方差比较多个均值的稳健方法。

A robust procedure for comparing multiple means under heteroscedasticity in unbalanced designs.

机构信息

Institut für Statistik, Ludwig-Maximilians-Universität, München, Germany.

出版信息

PLoS One. 2010 Mar 29;5(3):e9788. doi: 10.1371/journal.pone.0009788.

Abstract

Investigating differences between means of more than two groups or experimental conditions is a routine research question addressed in biology. In order to assess differences statistically, multiple comparison procedures are applied. The most prominent procedures of this type, the Dunnett and Tukey-Kramer test, control the probability of reporting at least one false positive result when the data are normally distributed and when the sample sizes and variances do not differ between groups. All three assumptions are non-realistic in biological research and any violation leads to an increased number of reported false positive results. Based on a general statistical framework for simultaneous inference and robust covariance estimators we propose a new statistical multiple comparison procedure for assessing multiple means. In contrast to the Dunnett or Tukey-Kramer tests, no assumptions regarding the distribution, sample sizes or variance homogeneity are necessary. The performance of the new procedure is assessed by means of its familywise error rate and power under different distributions. The practical merits are demonstrated by a reanalysis of fatty acid phenotypes of the bacterium Bacillus simplex from the "Evolution Canyons" I and II in Israel. The simulation results show that even under severely varying variances, the procedure controls the number of false positive findings very well. Thus, the here presented procedure works well under biologically realistic scenarios of unbalanced group sizes, non-normality and heteroscedasticity.

摘要

研究多个组或实验条件之间的均值差异是生物学中常见的研究问题。为了进行统计学评估,需要应用多重比较程序。这种类型最突出的程序是 Dunnett 和 Tukey-Kramer 检验,它们在数据正态分布且组间样本量和方差无差异时,控制报告至少一个假阳性结果的概率。在生物学研究中,这三个假设都不现实,任何违反都会导致报告的假阳性结果数量增加。基于同时进行推理和稳健协方差估计的一般统计框架,我们提出了一种新的用于评估多个均值的统计多重比较程序。与 Dunnett 或 Tukey-Kramer 检验不同,该程序不需要关于分布、样本量或方差同质性的假设。新程序的性能通过其在不同分布下的总体错误率和功效进行评估。通过对来自以色列“进化峡谷”I 和 II 的细菌 Bacillus simplex 的脂肪酸表型进行重新分析,证明了其实用价值。模拟结果表明,即使在方差变化很大的情况下,该程序也能很好地控制假阳性发现的数量。因此,这里提出的程序在组间样本量不平衡、非正态性和异方差性等生物学现实场景下效果良好。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/4a06/2847912/aa26ce79be01/pone.0009788.g001.jpg

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