配对样本设计中极端观测值的影响

Ben Derrick, A. Broad, D. Toher, Paul White
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引用次数: 7

摘要

考虑了在配对差异设计中系统地改变单个观测值的影响。对于配对样本t检验,可以观察到一个悖论,即在真实均值差的方向上增加观测值会导致更高的p值。通过模拟,证明了配对样本t检验的鲁棒性偏差,并与Yuen的配对样本t检验和Wilcoxon符号秩和检验进行了对比。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
impact of an extreme observation in a paired samples design
The effect of systematically altering the value of a single observation within a paired differences design is considered. A paradox is observed for the paired samples t-test, where increasing the value of an observation in the direction of the true mean difference results in a higher p-value. Using simulation, deviations from robustness of the paired samples t-test is demonstrated, and is contrasted with Yuen's paired samples t-test and the Wilcoxon signed rank sum test.
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