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A trinomial test for paired data when there are many ties

Author

Listed:
  • Bian, Guorui
  • McAleer, Michael
  • Wong, Wing-Keung

Abstract

This paper develops a new test, the trinomial test, for pairwise ordinal data samples to improve the power of the sign test by modifying its treatment of zero differences between observations, thereby increasing the use of sample information. Simulations demonstrate the power superiority of the proposed trinomial test statistic over the sign test in small samples in the presence of tie observations. We also show that the proposed trinomial test has substantially higher power than the sign test in large samples and also in the presence of tie observations, as the sign test ignores information from observations resulting in ties.

Suggested Citation

  • Bian, Guorui & McAleer, Michael & Wong, Wing-Keung, 2011. "A trinomial test for paired data when there are many ties," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(6), pages 1153-1160.
  • Handle: RePEc:eee:matcom:v:81:y:2011:i:6:p:1153-1160
    DOI: 10.1016/j.matcom.2010.11.002
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    References listed on IDEAS

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    1. Hansen, Bruce E, 1996. "Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis," Econometrica, Econometric Society, vol. 64(2), pages 413-430, March.
    2. Hansen, Bruce E., 2000. "Testing for structural change in conditional models," Journal of Econometrics, Elsevier, vol. 97(1), pages 93-115, July.
    3. Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.
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    Cited by:

    1. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," Econometric Institute Research Papers EI 2018-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2. repec:gam:jjrfmx:v:11:y:2018:i:1:p:15-:d:137130 is not listed on IDEAS
    3. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Tinbergen Institute Discussion Papers 18-024/III, Tinbergen Institute.

    More about this item

    Keywords

    Sign test; Trinomial test; Non-parametric test; Ties; Test statistics;

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

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