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方差比对方差分析稳健性的影响:1.5 可能是极限吗?

Effect of variance ratio on ANOVA robustness: Might 1.5 be the limit?

机构信息

Department of Psychobiology and Behavioral Science Methodology, University of Malaga, Malaga, Spain.

Department of Social Psychology and Quantitative Psychology, University of Barcelona, Barcelona, Spain.

出版信息

Behav Res Methods. 2018 Jun;50(3):937-962. doi: 10.3758/s13428-017-0918-2.

Abstract

Inconsistencies in the research findings on F-test robustness to variance heterogeneity could be related to the lack of a standard criterion to assess robustness or to the different measures used to quantify heterogeneity. In the present paper we use Monte Carlo simulation to systematically examine the Type I error rate of F-test under heterogeneity. One-way, balanced, and unbalanced designs with monotonic patterns of variance were considered. Variance ratio (VR) was used as a measure of heterogeneity (1.5, 1.6, 1.7, 1.8, 2, 3, 5, and 9), the coefficient of sample size variation as a measure of inequality between group sizes (0.16, 0.33, and 0.50), and the correlation between variance and group size as an indicator of the pairing between them (1, .50, 0, -.50, and -1). Overall, the results suggest that in terms of Type I error a VR above 1.5 may be established as a rule of thumb for considering a potential threat to F-test robustness under heterogeneity with unequal sample sizes.

摘要

研究结果表明,F 检验对方差异质性的稳健性存在不一致性,这可能与缺乏评估稳健性的标准标准有关,也可能与用于量化异质性的不同措施有关。在本文中,我们使用蒙特卡罗模拟系统地研究了异质性下 F 检验的Ⅰ类错误率。考虑了单向、平衡和不平衡设计,以及具有单调方差模式。方差比(VR)被用作异质性的度量(1.5、1.6、1.7、1.8、2、3、5 和 9),样本大小变化系数被用作组间大小不平等的度量(0.16、0.33 和 0.50),方差和组大小之间的相关性作为它们之间配对的指标(1、0.50、0、-0.50 和-1)。总体而言,结果表明,就Ⅰ类错误而言,高于 1.5 的 VR 可以作为在不等样本量下考虑 F 检验稳健性潜在威胁的经验法则。

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