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A robust modification of the ordered-heterogeneity test

Author

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  • Markus Neuhauser
  • Ludwig Hothorn

Abstract

An ordered heterogeneity (OH) test is a test for a trend that combines a non-directional heterogeneity test with the rank-order information specified under the alternative. We propose two modifications of the OH test procedure: (1) to use the mean ranks of the groups rather than the sample means to determine the observed ordering of the groups, and (2) to use the maximum correlation out of the 2k - 1 - 1 possibilities under the alternative rather than the single ordering (1, 2, … , k), where k is the number of independent groups. A simulation study indicates that these two changes increase the power of the ordered heterogeneity test when, as common in practice, the underlying distribution may deviate from a normal distribution and the trend pattern is a priori unknown. In contrast to the original OH test, the modified OH test can detect all possible patterns under the alternative with a relatively high power.

Suggested Citation

  • Markus Neuhauser & Ludwig Hothorn, 2006. "A robust modification of the ordered-heterogeneity test," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(7), pages 721-727.
    • Handle: RePEc:taf:japsta:v:33:y:2006:i:7:p:721-727
    DOI: 10.1080/02664760600708954
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