A comparison of power approximations for satterthwaite's test
When testing equality of means from two independent normal populations, many statisticians prefer heterogeneity tolerant tests. Moser, Stevens, and Watts described the noncentral density and a numerical integration algorithm for computing power. We present simple and accurate approximations for the...
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Veröffentlicht in: | Communications in statistics. Simulation and computation 1995-01, Vol.24 (3), p.583-593 |
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description | When testing equality of means from two independent normal populations, many statisticians prefer heterogeneity tolerant tests. Moser, Stevens, and Watts described the noncentral density and a numerical integration algorithm for computing power. We present simple and accurate approximations for the power of the Satterthwaite test statistic. Two advantages accrue. First, the approximations substantially reduce the computational burden for tasks such as plotting power curves. Second, theapproximations substantially simplify the programming and thereby make power calculations more widely available. Four methods of power approximation are evaluated for test sizes of .001, .01, .05,and .10, sample sizes of 6 and 51, variance ratios of 1 and 10, and noncentrality parameters from 0 to 50 by 1. A method based on a ratio of expected values is recommended due to its accuracy and simplicity. |
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Simulation and computation</title><addtitle>Commun Stat Simul Comput</addtitle><description>When testing equality of means from two independent normal populations, many statisticians prefer heterogeneity tolerant tests. Moser, Stevens, and Watts described the noncentral density and a numerical integration algorithm for computing power. We present simple and accurate approximations for the power of the Satterthwaite test statistic. Two advantages accrue. First, the approximations substantially reduce the computational burden for tasks such as plotting power curves. Second, theapproximations substantially simplify the programming and thereby make power calculations more widely available. Four methods of power approximation are evaluated for test sizes of .001, .01, .05,and .10, sample sizes of 6 and 51, variance ratios of 1 and 10, and noncentrality parameters from 0 to 50 by 1. A method based on a ratio of expected values is recommended due to its accuracy and simplicity.</description><subject>Behrens-Fisher</subject><subject>Exact sciences and technology</subject><subject>Mathematics</subject><subject>noncentral</subject><subject>Parametric inference</subject><subject>Probability and statistics</subject><subject>Sciences and techniques of general use</subject><subject>Statistics</subject><subject>t-test</subject><issn>0361-0918</issn><issn>1532-4141</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>1995</creationdate><recordtype>article</recordtype><recordid>eNp1kEFrFTEUhYMo9ln9AW5kFoLdjM3NzWQyYIVS1BYKbnQd7stkbGRmMiZ5Pvvvm_JeH0pxlcX9zsnHYew18PfANT_lqIB30DVca0Ch-BO2ggZFLUHCU7a6v9cF0EfsRUo_OeeopX7OjoTkrW6VXLGz88qGaaHoU5irMFRL2LpY0bLE8MdPlH2YUzWEWCXK2cV8syWf3btUZZfyS_ZsoDG5V_v3mH3__OnbxWV9_fXL1cX5dW1l2-UaBQzQt06s7boj20kCRCeaRkvlcEBw5CyCkK3TjcK-Vy1wpTvq0RZLwmP2cde7bNaT662bc6TRLLEYxlsTyJt_L7O_MT_Cb4OtRo6iFJzsC2L4tSnmZvLJunGk2YVNMqCFaloupCoo7FAbQ0rRDYdvgJv72c2j2Uvmzd9-h8TDzgV4uwcoWRqHSLP16cBh0ylAKNiHHebnMvlE2xDH3mS6HUN8yOD_Ne4ApmSdUQ</recordid><startdate>19950101</startdate><enddate>19950101</enddate><creator>Disantostefano, Rachael L.</creator><creator>Muller, Keith E.</creator><general>Marcel Dekker, Inc</general><general>Taylor & Francis</general><scope>IQODW</scope><scope>NPM</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>7X8</scope><scope>5PM</scope></search><sort><creationdate>19950101</creationdate><title>A comparison of power approximations for satterthwaite's test</title><author>Disantostefano, Rachael L. ; Muller, Keith E.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c479t-321f1d7e2bcb9ac94a133e255846e3f31eaec31247e8563dd6710689ad3c764a3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>1995</creationdate><topic>Behrens-Fisher</topic><topic>Exact sciences and technology</topic><topic>Mathematics</topic><topic>noncentral</topic><topic>Parametric inference</topic><topic>Probability and statistics</topic><topic>Sciences and techniques of general use</topic><topic>Statistics</topic><topic>t-test</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Disantostefano, Rachael L.</creatorcontrib><creatorcontrib>Muller, Keith E.</creatorcontrib><collection>Pascal-Francis</collection><collection>PubMed</collection><collection>CrossRef</collection><collection>MEDLINE - Academic</collection><collection>PubMed Central (Full Participant titles)</collection><jtitle>Communications in statistics. Simulation and computation</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Disantostefano, Rachael L.</au><au>Muller, Keith E.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>A comparison of power approximations for satterthwaite's test</atitle><jtitle>Communications in statistics. Simulation and computation</jtitle><addtitle>Commun Stat Simul Comput</addtitle><date>1995-01-01</date><risdate>1995</risdate><volume>24</volume><issue>3</issue><spage>583</spage><epage>593</epage><pages>583-593</pages><issn>0361-0918</issn><eissn>1532-4141</eissn><coden>CSSCDB</coden><abstract>When testing equality of means from two independent normal populations, many statisticians prefer heterogeneity tolerant tests. Moser, Stevens, and Watts described the noncentral density and a numerical integration algorithm for computing power. 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subjects | Behrens-Fisher Exact sciences and technology Mathematics noncentral Parametric inference Probability and statistics Sciences and techniques of general use Statistics t-test |
title | A comparison of power approximations for satterthwaite's test |
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