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Tests for equality of variances between two samples which contain both paired observations and independent observations

Derrick, Ben; Ruck, Annalise; Toher, Deirdre; White, Paul

Authors

Annalise Ruck

Paul White Paul.White@uwe.ac.uk
Associate Professor in Applied Statistics



Abstract

Tests for equality of variances between two samples which contain both paired observations and independent observations are explored using simulation. New solutions which make use of all of the available data are put forward. These new approaches are compared against standard approaches that discard either the paired observations or the independent observations. The approaches are assessed under equal variances and unequal variances, for two samples taken from the same distribution. The results show that the newly proposed solutions offer Type I error robust alternatives for the comparison of variances, when both samples are taken from the same distribution.

Journal Article Type Article
Publication Date Jun 30, 2018
Journal Journal of Applied Quantitative Methods
Print ISSN 1842-4562
Peer Reviewed Peer Reviewed
Volume 13
Issue 2
APA6 Citation Derrick, B., Ruck, A., Toher, D., & White, P. (2018). Tests for equality of variances between two samples which contain both paired observations and independent observations
Keywords Brown-Forsythe test, equal variances, partially overlapping samples, Pitman-Morgan test, simulation, robustness
Publisher URL http://www.jaqm.ro/issues/volume-13,issue-2/3_BEANDEPA.PHP
Additional Information Additional Information : This is the author's accepted manuscript. The final published version is available here: http://www.jaqm.ro/issu...,issue-2/3_BEANDEPA.PHP

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