• Title/Summary/Keyword: rank transformed statistic

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Rank Transformation Technique in a Two-stage Two-level Balanced Nested Design (이단계 이수준 균형지분모형의 순위변환 기법연구)

  • Choi Young-Hun
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.111-120
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    • 2006
  • In a two-stage two-level balanced nested design, type I error rates for the parametric tests and the rank transformed tests for the main effects and the nested effects are in overall similar to each other. Furthermore, powers for the rank transformed statistic for the main effects and the nested effects in a two-stage two-level balanced nested design are generally superior to powers for the parametric statistic When the effect size and the sample size are increased, we can find that powers increase for the parametric statistic and the rank transformed statistic are dramatically improved. Especially for the case of the fixed effects in the asymmetric distributions such as an exponential distribution, powers for the rank transformed tests are quite high rather than powers for the parametric tests.

Power study for 2 × 2 factorial design in 4 × 4 latin square design (4 × 4 라틴방격모형 내 2 × 2 요인모형의 검정력 연구)

  • Choi, Young Hun
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.6
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    • pp.1195-1205
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    • 2014
  • Compared with single design, powers of rank transformed statistic for testing main and interaction effects for $2{\times}2$ factorial in $4{\times}4$ latin square design are rapidly increased as effect size and replication size are increased. In general powers of rank transformed statistic are superior without regard to the diversified effect composition and the type of error distributions as nontesting factors are few and effect size are small. Powers of rank transformed statistic show much higher level than those of parametric statistic in exponential and double exponential distributions. Further powers of rank transformed statistic are very similar with those of parametric statistic in normal and uniform distributions.

Asymptotically Distribution-Free Procedure in a Two-Way Layout

  • Park, Young-Hun
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.375-387
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    • 1995
  • Main purpose of this article is to consider the asymptotic distribution of the rank transformed F statistic for interaction in a two-way layout. Some theorems and sufficient conditions are derived to have the rank transformed F statistic converged in distribution to a chi-squared random variable with (I-1)(J-1) degrees of freedom divided by (I-1)(J-1). These results will be useful for the other theoretical studies of the rank transform procedure in experimental designs.

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Power comparison for 3×3 split plot factorial design (3×3 분할요인모형의 검정력 비교연구)

  • Choi, Young Hun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.143-152
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    • 2017
  • Restriction of completely randomization within a block can be handled by a split plot factorial design splitted by several plots. $3{\times}3$ split plot factorial design with two fixed main factors and one fixed block shows that powers of the rank transformed statistic for testing whole plot factorial effect and split plot factorial effect are superior to those of the parametric statistic when existing effect size is small or the remaining effect size is relatively smaller than the testing factorial effect size. Powers of the rank transformed statistic show relatively high level for exponential and double exponential distributions, whereas powers of the parametric and rank transformed statistic maintain similar level for normal and uniform distributions. Powers of the parametric and rank transformed statistic with two fixed main factors and one random block are respectively lower than those with all fixed factors. Powers of the parametric andrank transformed statistic for testing split plot factorial effect with two fixed main factors and one random block are slightly lower than those for testing whole plot factorial effect, but powers of the rank transformed statistic show comparative advantage over those of the parametric statistic.

Power analysis for $2{\times}2$ factorial in randomized complete block design (블럭이 존재하는 $2{\times}2$ 요인모형의 검정력 분석)

  • Choi, Young-Hun
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.2
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    • pp.245-253
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    • 2011
  • Powers of rank transformed statistic for testing main effects and interaction effects for $2{\times}2$ factorial design in randomized complete block design are very superior to powers of parametric statistic without regard to the block size, composition method of effects and the type of population distributions such as exponential, double exponential, normal and uniform. $2{\times}2$ factorial design in RCBD increases error effects and decreases powers of parametric statistic which results in conservativeness. However powers of rank transformed statistic maintain relative preference. In general powers of rank transformed statistic show relative preference over those of parametric statistic with small block size and big effect size.

Power study for 4 × 4 graeco-latin square design (4 × 4 그레코라틴방격모형의 검정력 연구)

  • Choi, Young-Hun
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.683-691
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    • 2012
  • In $4{\times}4$ graeco-latin square design, powers of rank transformed statistic for testing the main effect are superior to powers of parametric statistic without regard to the effect structure with equally or unequally spaced effect levels as well as the type of population distributions such as exponential, double exponential, normal and uniform distribution. As numbers of block effect or effect sizes are decreased, powers of rank transformed statistic are much higher than powers of parametric statistic. In case that block effects are smaller than a main effect or one block effect is higher than other block effects, powers of rank transformed statistic are much higher than powers of parametric statistic in $4{\times}4$ graeco-latin square design with three block effects and one main effect.

The Nonparametric Test for Detecting Main Effects for Three-Way ANOVA Models

  • Park, Young-Hun
    • Journal of the Korean Statistical Society
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    • v.25 no.3
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    • pp.419-432
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    • 1996
  • When interactions are not present in a three-way layout, the lim-iting null distribution of the F statistic for testing main effects when applied to the rank-score transformed data is the same as the limiting null distribution of the usual F statistic when applied to the normal data. The simulation results exhibit that the rank transform test is robust with respect to significance level and powerful for testing main effects in a three-way factorial experiment.

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Rank transform F statistic in a 2$\times$2 factorial design

  • Park, Young-Hun
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.103-114
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    • 1994
  • For a $2 \times 2$ factorial design without the restriction of a linear model or without regard to error terms having homoscedasticity, under the null hypothesis of no interaction we can have the rank transformed F statistic for interaction converge in distribution to a chi-squared random variable with one degree of random if and only if there is only main effect.

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Power analysis for 3 ${\times}$ 3 Latin square design (3 ${\times}$ 3 라틴방격모형의 검정력 분석)

  • Choi, Young-Hun
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.2
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    • pp.401-410
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    • 2009
  • Due to the characteristics of 3 ${\times}$ 3 Latin square design which is composed of two block effects and one main effect, powers of rank transformed statistic for testing the main effect are very superior to powers of parametric statistic without regard to the type of population distributions. By order of when all three effects are fixed, when on one block effect is random, when two block effects are random, the rank transform statistic for testing the main effect shows relatively high powers as compared with the parametric statistic. Further when the size of main effect is big with one equivalent size of block effect and the other small size of block effect, powers of rank transformed statistic for testing the main effect demonstrate excellent advantage to powers of parametric statistic.

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Power Comparison in a Balanced Factorial Design with a Nested Factor

  • Choi, Young-Hun
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1059-1071
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    • 2008
  • In a balanced factorial design with a nested factor where crossed factors as well as a nested factor exist simultaneously, powers of the rank transformed FR statistic for testing the main, nested and interaction effects are superior to those of the parametric F statistic. In heavy tailed distributions such as exponential and double exponential distributions, powers of the FR statistic show much higher level than those of the F statistic. Further powers of the F and FR statistic for testing the main effect show the highest level in an absolute size as compared with powers of the F and FR statistic for testing the nested and interaction effects. However powers of the FR statistic for testing the nested and interaction effects rather than the main effect are greater in a relative size than powers of F statistic for the all population distributions.

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