应用于受下限效应影响而偏离正态性的数据的协方差分析的稳健性和功效:齐次回归斜率

Robustness and power of analysis of covariance applied to data distorted from normality by floor effects: homogeneous regression slopes.

作者信息

Sullivan L M, D'Agostino R B

机构信息

New England Medical Center, Primary Care Outcomes Research Institute, Boston, MA 02111, USA.

出版信息

Stat Med. 1996 Mar 15;15(5):477-96. doi: 10.1002/(SICI)1097-0258(19960315)15:5<477::AID-SIM217>3.0.CO;2-R.

Abstract

We investigate through computer simulations the robustness and power of two group analysis of covariance test applied to small samples distorted normality by floor effects when the regression slopes are homogeneous. We consider four parametric analysis of covariance tests that vary according to the treatment of the homogeneity of regression slopes and two t-tests on unadjusted means and on difference scores. Under the null hypothesis of no difference in means, we estimated actual significance levels by comparing observed test statistics to appropriate values from the F and t distributions for nominal significance levels of 0.10, 0.05, 0.02 and 0.01. We estimated power by similar comparisons under various alternative hypothesis. The hierarchical approach (that adjusts for non-homogeneous slopes if found significant), the test that assumes homogeneous regression slopes, and the test that estimates separate regression slopes in each treatment were robust. In general, each test produced power at least equal to that expected from normal theory. The textbook approach, which does not test for mean differences when there is significant non-homogeneity, was conservative but also had good power. The t-tests were robust but had poorer power properties than the above procedures.

摘要

我们通过计算机模拟研究了在回归斜率齐性时,将两组协方差分析检验应用于受下限效应扭曲正态性的小样本时的稳健性和功效。我们考虑了四种参数协方差分析检验,它们根据回归斜率齐性的处理方式而有所不同,以及两种对未调整均值和差异分数的t检验。在均值无差异的原假设下,我们通过将观察到的检验统计量与名义显著性水平为0.10、0.05、0.02和0.01时F分布和t分布的适当值进行比较,来估计实际显著性水平。我们通过在各种备择假设下进行类似比较来估计功效。分层方法(如果发现显著则对非齐性斜率进行调整)、假设回归斜率齐性的检验以及估计每种处理中单独回归斜率的检验是稳健的。一般来说,每种检验产生的功效至少等于正态理论预期的功效。教科书方法在存在显著非齐性时不检验均值差异,它较为保守,但也具有良好的功效。t检验是稳健的,但与上述程序相比,其功效特性较差。

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