A Parametric Bootstrap Version of Hedges’ Homogeneity Test
نویسندگان
چکیده
منابع مشابه
Comparing two testing procedures in unbalanced two-way ANOVA models under heteroscedasticity: Approximate degree of freedom and parametric bootstrap approach
The classic F-test is usually used for testing the effects of factors in homoscedastic two-way ANOVA models. However, the assumption of equal cell variances is usually violated in practice. In recent years, several test procedures have been proposed for testing the effects of factors. In this paper, the two methods that are approximate degree of freedom (ADF) and parametric bootstr...
متن کاملPaper 217-25 Robust Effect Size Estimates and Meta-Analytic Tests of Homogeneity
This paper presents a computer program that calculates two effect size estimates (gamma and trimmed-d) that are robust to violations of the assumptions of population normality and homogeneity of variance. Because of their robustness properties, these indices are frequently more appropriate than the conventional parametric indices such as Cohen’s d or Hedges’ g. Additionally, a program that uses...
متن کاملEvaluation of old and new tests of heterogeneity in epidemiologic meta-analysis.
The identification of heterogeneity in effects between studies is a key issue in meta-analyses of observational studies, since it is critical for determining whether it is appropriate to pool the individual results into one summary measure. The result of a hypothesis test is often used as the decision criterion. In this paper, the authors use a large simulation study patterned from the key feat...
متن کاملResampling Methods for Homogeneity Tests of Covariance Matrices
Testing hypotheses on covariance matrices has long been of interest in statistics. The test of homogeneity is very often a preliminary step in discriminant analysis, cluster analysis, MANOVA, etc. In this article we propose nonparametric tests which are based on the eigenvalues of the differences among the sample covariance matrices after a common rescaling. Three resampling techniques for calc...
متن کاملBootstrap Procedures for Testing Homogeneity Hypotheses
Before pooling data on effect sizes (a generic term for parameters of interest in the context of meta-analysis) from different studies, it is important to test for homogeneity of the effect sizes. A well known test for homogeneity is based on Cochran’s chisquare statistic. Our recent investigation showed that when the effect size of interest is a pairwise correlation, Cochran’s homogeneity test...
متن کامل