Winsorized Modified One Step M-Estimator As a Measure of the Central Tendency in the Alexander-Govern Test

Authors

  • Tobi Kingsley Ochuko Universiti Utara Malaysia
  • Suhaida Abdullah Universiti Utara Malaysia
  • Zakiyah Zain Universiti Utara Malaysia
  • Sharipah Syed Soaad Yahaya Universiti Utara Malaysia

DOI:

https://doi.org/10.21512/comtech.v7i3.2505

Keywords:

Alexander-Govern (AG) test, MOM estimator, AGWMOM test, Type I error rates, Test Statistic

Abstract

This research dealt with making comparison of the independent group tests with the use of parametric technique. This test used mean as its central tendency measure. It was a better alternative to the ANOVA, the Welch test and the James test, because it gave a good control of Type I error rates and high power with ease in its calculation, for variance heterogeneity under a normal data. But the test was found not to be robust to non-normal data. Trimmed mean was used on the test as its central tendency measure under non-normality for two group condition, but as the number of groups increased above two, the test failed to give a good control of Type I error rates. As a result of this, the MOM estimator was applied on the test as its central tendency measure and is not influenced by the number of groups. However, under extreme condition of skewness and kurtosis, the MOM estimator could no longer control the Type I error rates. In this study, the Winsorized MOM estimator was used in the AG test, as a measure of its central tendency under non-normality. 5,000 data sets were simulated and analysed for each of the test in the research design with the use of Statistical Analysis Software (SAS) package. The results of the analysis shows that the Winsorized modified one step M-estimator in the Alexander-Govern (AGWMOM) test, gave the best control of Type I error rates under non-normality compared to the AG test, the AGMOM test, and the ANOVA, with the highest number of conditions for both lenient and stringent criteria of robustness. 

Dimensions

Plum Analytics

Author Biographies

Tobi Kingsley Ochuko, Universiti Utara Malaysia

College of Arts and Sciences, School of Quantitative Sciences

Suhaida Abdullah, Universiti Utara Malaysia

College of Arts and Sciences, School of Quantitative Sciences

Zakiyah Zain, Universiti Utara Malaysia

College of Arts and Sciences, School of Quantitative Sciences

Sharipah Syed Soaad Yahaya, Universiti Utara Malaysia

College of Arts and Sciences, School of Quantitative Sciences

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Published

2016-09-30

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