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1.
This paper presents the results of a simulation study to compare the performance of the Mann-Whitney U test, Student?s t test, and the alternate (separate variance) t test for two mutually independent random samples from normal distributions, with both one-tailed and two-tailed alternatives. The estimated probability of a Type I error was controlled (in the sense of being reasonably close to the attainable level) by all three tests when the variances were equal, regardless of the sample sizes. However, it was controlled only by the alternate t test for unequal variances with unequal sample sizes. With equal sample sizes, the probability was controlled by all three tests regardless of the variances. When it was controlled, we also compared the power of these tests and found very little difference. This means that very little power will be lost if the Mann-Whitney U test is used instead of tests that require the assumption of normal distributions.  相似文献   

2.
A computer program generated power functions of the Student t test and Mann-Whitney U test under violation of the parametric assumption of homogeneity of variance for equal and unequal sample sizes. In addition to depression and elevation of nominal significance levels of the t test observed by Hsu and by Scheffé, the entire power functions of both the t test and the U test were depressed or elevated. When the smaller sample was associated with a smaller variance, the U test was more powerful in detecting differences over the entire range of possible differences between population means. When sample sizes were equal, or when the smaller sample had the larger variance, the t test was more powerful over this entire range. These results show that replacement of the t test by a nonparametric alternative under violation of homogeneity of variance does not necessarily maximize correct decisions.  相似文献   

3.
Gibbons and Chakraborti's (1991) interpretation of recent simulation results and their recommendations to researchers are misleading in some respects. The present note emphasizes that the Mann-Whitney test is not a suitable replacement of the Student t test when variances and sample sizes are unequal, irrespective of whether the assumption of normality is satisfied or violated. When both normality and homogeneity of variance are violated together, an effective procedure, not widely known to researchers in education and psychology, is the Fligner-Policello test or, alternatively, the Welch t' test in conjunction with transformation of the original scores to ranks.  相似文献   

4.
The authors used Johnson's transformation with approximate test statistics to test the homogeneity of simple linear regression slopes when both xij and xij may have nonnormal distributions and there is Type I heteroscedasticity, Type II heteroscedasticity, or complete heteroscedasticity. The test statistic t was first transformed by Johnson's method for each group to correct the nonnormality and to correct the heteroscedasticity; also an approximate test, such as the Welch test or the DeShon-Alexander test, was applied to test the homogeneity of the regression slopes. Computer simulations showed that the proposed technique can control Type I error rate under various circumstances. Finally, the authors provide an example to demonstrate the calculation.  相似文献   

5.
The authors performed a Monte Carlo simulation to empirically investigate the robustness and power of 4 methods in testing mean differences for 2 independent groups under conditions in which 2 populations may not demonstrate the same pattern of nonnormality. The approaches considered were the t test, Wilcoxon rank-sum test, Welch-James test with trimmed means and Winsorized variances, and a nonparametric bootstrap test. Results showed that the Wilcoxon rank-sum test and Welch-James test with trimmed means and Winsorized variances were not robust in terms of type I error control when the 2 populations showed different patterns of nonnormality. The nonparametric bootstrap test provided power advantages over the t test. The authors discuss other results from the simulation study and provide recommendations.  相似文献   

6.
Statistical theories of goodness-of-fit tests in structural equation modeling are based on asymptotic distributions of test statistics. When the model includes a large number of variables or the population is not from a multivariate normal distribution, the asymptotic distributions do not approximate the distribution of the test statistics very well at small sample sizes. A variety of methods have been developed to improve the accuracy of hypothesis testing at small sample sizes. However, all these methods have their limitations, specially for nonnormal distributed data. We propose a Monte Carlo test that is able to control Type I error with more accuracy compared to existing approaches in both normal and nonnormally distributed data at small sample sizes. Extensive simulation studies show that the suggested Monte Carlo test has a more accurate observed significance level as compared to other tests with a reasonable power to reject misspecified models.  相似文献   

7.
Fitting a large structural equation modeling (SEM) model with moderate to small sample sizes results in an inflated Type I error rate for the likelihood ratio test statistic under the chi-square reference distribution, known as the model size effect. In this article, we show that the number of observed variables (p) and the number of free parameters (q) have unique effects on the Type I error rate of the likelihood ratio test statistic. In addition, the effects of p and q cannot be fully explained using degrees of freedom (df). We also evaluated the performance of 4 correctional methods for the model size effect, including Bartlett’s (1950), Swain’s (1975), and Yuan’s (2005) corrected statistics, and Yuan, Tian, and Yanagihara’s (2015) empirically corrected statistic. We found that Yuan et al.’s (2015) empirically corrected statistic generally yields the best performance in controlling the Type I error rate when fitting large SEM models.  相似文献   

8.
Power and stability of Type I error rates are investigated for the Box-Scheffé test of homogeneity of variance with varying subsample sizes under conditions of normality and nonnormality. The test is shown to be robust to violation of the normality assumption when sampling is from a leptokurtic population. Subsample sizes which produce maximum power are given for small, intermediate, and large sample situations. Suggestions for selecting subsample sizes which will produce maximum power for a given n are provided. A formula for estimating power in the equal n case is shown to give results agreeing with empirical results.  相似文献   

9.
The authors sought to identify through Monte Carlo simulations those conditions for which analysis of covariance (ANCOVA) does not maintain adequate Type I error rates and power. The conditions that were manipulated included assumptions of normality and variance homogeneity, sample size, number of treatment groups, and strength of the covariate-dependent variable relationship. Alternative tests studied were Quade's procedure, Puri and Sen's solution, Burnett and Barr's rank difference scores, Conover and Iman's rank transformation test, Hettmansperger's procedure, and the Puri-Sen-Harwell-Serlin test. For balanced designs, the ANCOVA F test was robust and was often the most powerful test through all sample-size designs and distributional configurations. With unbalanced designs, with variance heterogeneity, and when the largest treatment-group variance was matched with the largest group sample size, the nonparametric alternatives generally outperformed the ANCOVA test. When sample size and variance ratio were inversely coupled, all tests became very liberal; no test maintained adequate control over Type I error.  相似文献   

10.
Recent advances in testing mediation have found that certain resampling methods and tests based on the mathematical distribution of 2 normal random variables substantially outperform the traditional z test. However, these studies have primarily focused only on models with a single mediator and 2 component paths. To address this limitation, a simulation was conducted to evaluate these alternative methods in a more complex path model with multiple mediators and indirect paths with 2 and 3 paths. Methods for testing contrasts of 2 effects were evaluated also. The simulation included 1 exogenous independent variable, 3 mediators and 2 outcomes and varied sample size, number of paths in the mediated effects, test used to evaluate effects, effect sizes for each path, and the value of the contrast. Confidence intervals were used to evaluate the power and Type I error rate of each method, and were examined for coverage and bias. The bias-corrected bootstrap had the least biased confidence intervals, greatest power to detect nonzero effects and contrasts, and the most accurate overall Type I error. All tests had less power to detect 3-path effects and more inaccurate Type I error compared to 2-path effects. Confidence intervals were biased for mediated effects, as found in previous studies. Results for contrasts did not vary greatly by test, although resampling approaches had somewhat greater power and might be preferable because of ease of use and flexibility.  相似文献   

11.
This study examined the effect of model size on the chi-square test statistics obtained from ordinal factor analysis models. The performance of six robust chi-square test statistics were compared across various conditions, including number of observed variables (p), number of factors, sample size, model (mis)specification, number of categories, and threshold distribution. Results showed that the unweighted least squares (ULS) robust chi-square statistics generally outperform the diagonally weighted least squares (DWLS) robust chi-square statistics. The ULSM estimator performed the best overall. However, when fitting ordinal factor analysis models with a large number of observed variables and small sample size, the ULSM-based chi-square tests may yield empirical variances that are noticeably larger than the theoretical values and inflated Type I error rates. On the other hand, when the number of observed variables is very large, the mean- and variance-corrected chi-square test statistics (e.g., based on ULSMV and WLSMV) could produce empirical variances conspicuously smaller than the theoretical values and Type I error rates lower than the nominal level, and demonstrate lower power rates to reject misspecified models. Recommendations for applied researchers and future empirical studies involving large models are provided.  相似文献   

12.
Mantel-Haenszel and SIBTEST, which have known difficulty in detecting non-unidirectional differential item functioning (DIF), have been adapted with some success for computerized adaptive testing (CAT). This study adapts logistic regression (LR) and the item-response-theory-likelihood-ratio test (IRT-LRT), capable of detecting both unidirectional and non-unidirectional DIF, to the CAT environment in which pretest items are assumed to be seeded in CATs but not used for trait estimation. The proposed adaptation methods were evaluated with simulated data under different sample size ratios and impact conditions in terms of Type I error, power, and specificity in identifying the form of DIF. The adapted LR and IRT-LRT procedures are more powerful than the CAT version of SIBTEST for non-unidirectional DIF detection. The good Type I error control provided by IRT-LRT under extremely unequal sample sizes and large impact is encouraging. Implications of these and other findings are discussed.  相似文献   

13.
Numerous studies have documented the robustness of t and F to heterogeneous variances under the restricted condition of equal n’s. Likewise, the distortion of α in the presence of unequal n’s and variances has been demonstrated in both mathematical and empirical studies. Several investigations, however, have shown the Welch technique to be robust to this disturbing situation in the two group case. The present study was addressed to the k group AOV situation. Monte Carlo methods were employed to contrast several procedures with respect to a.) control over Type I errors and b.) power. Results indicate that the generalized Welch technique may be substituted for the AOV when variances are heterogeneous and n’s are unequal.  相似文献   

14.
This article used the Wald test to evaluate the item‐level fit of a saturated cognitive diagnosis model (CDM) relative to the fits of the reduced models it subsumes. A simulation study was carried out to examine the Type I error and power of the Wald test in the context of the G‐DINA model. Results show that when the sample size is small and a larger number of attributes are required, the Type I error rate of the Wald test for the DINA and DINO models can be higher than the nominal significance levels, while the Type I error rate of the A‐CDM is closer to the nominal significance levels. However, with larger sample sizes, the Type I error rates for the three models are closer to the nominal significance levels. In addition, the Wald test has excellent statistical power to detect when the true underlying model is none of the reduced models examined even for relatively small sample sizes. The performance of the Wald test was also examined with real data. With an increasing number of CDMs from which to choose, this article provides an important contribution toward advancing the use of CDMs in practical educational settings.  相似文献   

15.
Two simulation studies investigated Type I error performance of two statistical procedures for detecting differential item functioning (DIF): SIBTEST and Mantel-Haenszel (MH). Because MH and SIBTEST are based on asymptotic distributions requiring "large" numbers of examinees, the first study examined Type 1 error for small sample sizes. No significant Type I error inflation occurred for either procedure. Because MH has the potential for Type I error inflation for non-Rasch models, the second study used a markedly non-Rasch test and systematically varied the shape and location of the studied item. When differences in distribution across examinee group of the measured ability were present, both procedures displayed inflated Type 1 error for certain items; MH displayed the greater inflation. Also, both procedures displayed statistically biased estimation of the zero DIF for certain items, though SIBTEST displayed much less than MH. When no latent distributional differences were present, both procedures performed satisfactorily under all conditions.  相似文献   

16.
Abstract

Researchers conducting structural equation modeling analyses rarely, if ever, control for the inflated probability of Type I errors when evaluating the statistical significance of multiple parameters in a model. In this study, the Type I error control, power and true model rates of famsilywise and false discovery rate controlling procedures were compared with rates when no multiplicity control was imposed. The results indicate that Type I error rates become severely inflated with no multiplicity control, but also that familywise error controlling procedures were extremely conservative and had very little power for detecting true relations. False discovery rate controlling procedures provided a compromise between no multiplicity control and strict familywise error control and with large sample sizes provided a high probability of making correct inferences regarding all the parameters in the model.  相似文献   

17.
When the assumption of multivariate normality is violated and the sample sizes are relatively small, existing test statistics such as the likelihood ratio statistic and Satorra–Bentler’s rescaled and adjusted statistics often fail to provide reliable assessment of overall model fit. This article proposes four new corrected statistics, aiming for better model evaluation with nonnormally distributed data at small sample sizes. A Monte Carlo study is conducted to compare the performances of the four corrected statistics against those of existing statistics regarding Type I error rate. Results show that the performances of the four new statistics are relatively stable compared with those of existing statistics. In particular, Type I error rates of a new statistic are close to the nominal level across all sample sizes under a condition of asymptotic robustness. Other new statistics also exhibit improved Type I error control, especially with nonnormally distributed data at small sample sizes.  相似文献   

18.
The purpose of this study was to investigate the power and Type I error rate of the likelihood ratio goodness-of-fit (LR) statistic in detecting differential item functioning (DIF) under Samejima's (1969, 1972) graded response model. A multiple-replication Monte Carlo study was utilized in which DIF was modeled in simulated data sets which were then calibrated with MULTILOG (Thissen, 1991) using hierarchically nested item response models. In addition, the power and Type I error rate of the Mantel (1963) approach for detecting DIF in ordered response categories were investigated using the same simulated data, for comparative purposes. The power of both the Mantel and LR procedures was affected by sample size, as expected. The LR procedure lacked the power to consistently detect DIF when it existed in reference/focal groups with sample sizes as small as 500/500. The Mantel procedure maintained control of its Type I error rate and was more powerful than the LR procedure when the comparison group ability distributions were identical and there was a constant DIF pattern. On the other hand, the Mantel procedure lost control of its Type I error rate, whereas the LR procedure did not, when the comparison groups differed in mean ability; and the LR procedure demonstrated a profound power advantage over the Mantel procedure under conditions of balanced DIF in which the comparison group ability distributions were identical. The choice and subsequent use of any procedure requires a thorough understanding of the power and Type I error rates of the procedure under varying conditions of DIF pattern, comparison group ability distributions.–or as a surrogate, observed score distributions–and item characteristics.  相似文献   

19.
Multivariate analysis of variance (MANOVA) is widely used in educational research to compare means on multiple dependent variables across groups. Researchers faced with the problem of missing data often use multiple imputation of values in place of the missing observations. This study compares the performance of 2 methods for combining p values in the context of a MANOVA, with the typical default for dealing with missing data: listwise deletion. When data are missing at random, the new methods maintained the nominal Type I error rate and had power comparable to the complete data condition. When 40% of the data were missing completely at random, the Type I error rates for the new methods were inflated, but not for lower percents.  相似文献   

20.
This study examined and compared various statistical methods for detecting individual differences in change. Considering 3 issues including test forms (specific vs. generalized), estimation procedures (constrained vs. unconstrained), and nonnormality, we evaluated 4 variance tests including the specific Wald variance test, the generalized Wald variance test, the specific likelihood ratio (LR) variance test, and the generalized LR variance test under both constrained and unconstrained estimation for both normal and nonnormal data. For the constrained estimation procedure, both the mixture distribution approach and the alpha correction approach were evaluated for their performance in dealing with the boundary problem. To deal with the nonnormality issue, we used the sandwich standard error (SE) estimator for the Wald tests and the Satorra–Bentler scaling correction for the LR tests. Simulation results revealed that testing a variance parameter and the associated covariances (generalized) had higher power than testing the variance solely (specific), unless the true covariances were zero. In addition, the variance tests under constrained estimation outperformed those under unconstrained estimation in terms of higher empirical power and better control of Type I error rates. Among all the studied tests, for both normal and nonnormal data, the robust generalized LR and Wald variance tests with the constrained estimation procedure were generally more powerful and had better Type I error rates for testing variance components than the other tests. Results from the comparisons between specific and generalized variance tests and between constrained and unconstrained estimation were discussed.  相似文献   

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