Pauly Markus, Smaga Łukasz
TU Dortmund University, Dortmund, Germany.
Adam Mickiewicz University, Poznań, Poland.
Stat Methods Med Res. 2020 Sep;29(9):2733-2748. doi: 10.1177/0962280220909959. Epub 2020 Mar 18.
Coefficients of variations are unit-free measures that can, for example, be used to compare the variability of different samples. To this end, we study inference methods for them as well as their reciprocal given by standardised means in general heterogeneous one-way ANOVA designs. As no specific model assumptions are made, a permutation method is proposed to guarantee good finite sample performance. Building on recent limit theorems for randomisation techniques, we prove that the permutation procedure is asymptotically correct in general and finitely exact when data is exchangeable. These results are fostered in extensive simulation studies and two illustrative data analyses.
变异系数是无量纲的度量,例如,可用于比较不同样本的变异性。为此,我们研究了它们的推断方法以及在一般异质单向方差分析设计中由标准化均值给出的倒数。由于未做出特定的模型假设,因此提出了一种排列方法以确保良好的有限样本性能。基于随机化技术的最新极限定理,我们证明了排列程序在一般情况下是渐近正确的,并且在数据可交换时是有限精确的。这些结果在广泛的模拟研究和两个说明性数据分析中得到了验证。