R: Robust Mudholkar-McDermott-Mudholkar test for ordered...
robust.mmm.test
R Documentation
Robust Mudholkar-McDermott-Mudholkar test for ordered variances
Description
The function performs a test for a monotonic trend in variances. The test statistic is based on
a combination of the finite intersection approach and the two-sample t-test using Miller's
transformation. By default, NAs are omitted.
the default option is "right", corresponding to an increasing trend in variances
as the one-sided alternatives; "left" corresponds to a decreasing trend in variances,
and "both" corresponds to any (increasing or decreasing) monotonic trend in variances
as the two-sided alternatves.
Value
A list with the following vector components.
T
the statistic and p-value of the test based on the Tippett p-value combination.
F
the statistic and p-value of the test based on the Fisher p-value combination.
N
the statistic and p-value of the test based on the Liptak p-value combination.
L
the statistic and p-value of the test based on the Mudholkar-George p-value combination.
Each of the vector components contains the following numeric components.
statistic
the value of the test statistic.
p.value
the p-value of the test.
method
type of test performed.
data.name
a character string giving the name of the data.
Author(s)
Kimihiro Noguchi, Yulia R. Gel
References
Mudholkar, G. S., McDermott, M. P., & Mudholkar, A. (1995). Robust finite-intersection tests
for homogeneity of ordered variances.
Journal of Statistical Planning and Inference 43, 185-195.