Wilcoxon Test after Levene's Transformation Can Have an Inflated Type I Error Rate

2004 ◽  
Vol 94 (3_suppl) ◽  
pp. 1419-1420 ◽  
Author(s):  
Markus Neuhäuser

It is shown that the procedure of applying the Wilcoxon test after Levene's transformation can have an inflated Type I error rate when distributions are skewed. Thus, when the data may come from an asymmetric distribution, the Wilcoxon test should not be applied as a test for homogeneity of variances after Levene's transformation.

2019 ◽  
Author(s):  
Axel Mayer ◽  
Felix Thoemmes

The analysis of variance (ANOVA) is still one of the most widely used statistical methods in the social sciences. This paper is about stochastic group weights in ANOVA models – a neglected aspect in the literature. Stochastic group weights are present whenever the experimenter does not determine the exact group sizes before conducting the experiment. We show that classic ANOVA tests based on estimated marginal means can have an inflated type I error rate when stochastic group weights are not taken into account, even in randomized experiments. We propose two new ways to incorporate stochastic group weights in the tests of average effects - one based on the general linear model and one based on multigroup structural equation models (SEMs). We show in simulation studies that our methods have nominal type I error rates in experiments with stochastic group weights while classic approaches show an inflated type I error rate. The SEM approach can additionally deal with heteroscedastic residual variances and latent variables. An easy-to-use software package with graphical user interface is provided.


2018 ◽  
Author(s):  
David Zelený

AbstractQuestionsCommunity weighted mean (CWM) approach analyses the relationship species attributes (like traits or Ellenberg-type indicator values) to sample attributes (environmental variables). Recently it has been shown to suffer from inflated Type I error rate if tested by standard parametric or (row-based) permutation test. Results of many published studies are likely influenced, reporting overly optimistic relationships that are in fact merely a numerical artefact. Can we evaluate results of which studies are likely to be influenced and how much?MethodsI suggest that hypotheses commonly tested by CWM approach are classified into three categories, which differ by assumption they make about the link of species composition to either species or sample attributes. I used a set of simulated and one simple real dataset to show how is the inflated Type I error rate influenced by data characteristics.ResultsFor hypotheses assuming the link of species composition to species attributes, CWM approach with standard test returns correct Type I error rate. However, for the other two categories (assuming link of species composition to sample attributes or not assuming any link) it returns inflated Type I error rate and requires alternative tests to control for it (column-based and max test, respectively). Inflation index is negatively related to the beta diversity of species composition and positively to the strength of species composition-sample attributes relationship and the number of samples in the dataset. Inflation index is also influenced by modifying species composition matrix (by transformation or removal of species). The relationship of CWM with intrinsic species attributes is a case of spurious correlation and can be tested by column-based (modified) permutation test.ConclusionsThe concept of three hypothesis categories offers a simple tool to evaluate whether given study reports correct or inflated Type I error rate, and how inflated the rate can be.


2016 ◽  
Author(s):  
Etienne P. LeBel ◽  
Lorne Campbell ◽  
Timothy Loving

Several researchers recently outlined unacknowledged costs of open science practices, arguing these costs may outweigh benefits and stifle discovery of novel findings. We scrutinize these researchers' (1) statistical concern that heightened stringency with respect to false-positives will increase false-negatives and (2) meta-scientific concern that larger samples and executing direct replications engender opportunity costs that will decrease the rate of making novel discoveries. We argue their statistical concern is unwarranted given open science proponents recommend such practices to reduce the inflated Type I error rate from .35 down to .05 and simultaneously call for high-powered research to reduce the inflated Type II error rate. Regarding their meta-concern, we demonstrate that incurring some costs is required to increase the rate (and frequency) of making true discoveries because distinguishing true from false hypotheses requires a low Type I error rate, high statistical power, and independent direct replications. We also examine pragmatic concerns raised regarding adopting open science practices for relationship science (pre-registration, open materials, open data, direct replications, sample size); while acknowledging these concerns, we argue they are overstated given available solutions. We conclude benefits of open science practices outweigh costs for both individual researchers and the collective field in the long run, but that short term costs may exist for researchers because of the currently dysfunctional academic incentive structure. Our analysis implies our field's incentive structure needs to change whereby better alignment exists between researcher's career interests and the field's cumulative progress. We delineate recent proposals aimed at such incentive structure re-alignment.


2014 ◽  
Vol 53 (05) ◽  
pp. 343-343

We have to report marginal changes in the empirical type I error rates for the cut-offs 2/3 and 4/7 of Table 4, Table 5 and Table 6 of the paper “Influence of Selection Bias on the Test Decision – A Simulation Study” by M. Tamm, E. Cramer, L. N. Kennes, N. Heussen (Methods Inf Med 2012; 51: 138 –143). In a small number of cases the kind of representation of numeric values in SAS has resulted in wrong categorization due to a numeric representation error of differences. We corrected the simulation by using the round function of SAS in the calculation process with the same seeds as before. For Table 4 the value for the cut-off 2/3 changes from 0.180323 to 0.153494. For Table 5 the value for the cut-off 4/7 changes from 0.144729 to 0.139626 and the value for the cut-off 2/3 changes from 0.114885 to 0.101773. For Table 6 the value for the cut-off 4/7 changes from 0.125528 to 0.122144 and the value for the cut-off 2/3 changes from 0.099488 to 0.090828. The sentence on p. 141 “E.g. for block size 4 and q = 2/3 the type I error rate is 18% (Table 4).” has to be replaced by “E.g. for block size 4 and q = 2/3 the type I error rate is 15.3% (Table 4).”. There were only minor changes smaller than 0.03. These changes do not affect the interpretation of the results or our recommendations.


2003 ◽  
Vol 22 (5) ◽  
pp. 665-675 ◽  
Author(s):  
Weichung J. Shih ◽  
Peter Ouyang ◽  
Hui Quan ◽  
Yong Lin ◽  
Bart Michiels ◽  
...  

2021 ◽  
pp. 174077452110101
Author(s):  
Jennifer Proper ◽  
John Connett ◽  
Thomas Murray

Background: Bayesian response-adaptive designs, which data adaptively alter the allocation ratio in favor of the better performing treatment, are often criticized for engendering a non-trivial probability of a subject imbalance in favor of the inferior treatment, inflating type I error rate, and increasing sample size requirements. The implementation of these designs using the Thompson sampling methods has generally assumed a simple beta-binomial probability model in the literature; however, the effect of these choices on the resulting design operating characteristics relative to other reasonable alternatives has not been fully examined. Motivated by the Advanced R2 Eperfusion STrategies for Refractory Cardiac Arrest trial, we posit that a logistic probability model coupled with an urn or permuted block randomization method will alleviate some of the practical limitations engendered by the conventional implementation of a two-arm Bayesian response-adaptive design with binary outcomes. In this article, we discuss up to what extent this solution works and when it does not. Methods: A computer simulation study was performed to evaluate the relative merits of a Bayesian response-adaptive design for the Advanced R2 Eperfusion STrategies for Refractory Cardiac Arrest trial using the Thompson sampling methods based on a logistic regression probability model coupled with either an urn or permuted block randomization method that limits deviations from the evolving target allocation ratio. The different implementations of the response-adaptive design were evaluated for type I error rate control across various null response rates and power, among other performance metrics. Results: The logistic regression probability model engenders smaller average sample sizes with similar power, better control over type I error rate, and more favorable treatment arm sample size distributions than the conventional beta-binomial probability model, and designs using the alternative randomization methods have a negligible chance of a sample size imbalance in the wrong direction. Conclusion: Pairing the logistic regression probability model with either of the alternative randomization methods results in a much improved response-adaptive design in regard to important operating characteristics, including type I error rate control and the risk of a sample size imbalance in favor of the inferior treatment.


1977 ◽  
Vol 2 (3) ◽  
pp. 187-206 ◽  
Author(s):  
Charles G. Martin ◽  
Paul A. Games

This paper presents an exposition and an empirical comparison of two potentially useful tests for homogeneity of variance. Control of Type I error rate, P(EI), and power are investigated for three forms of the Box test and for two forms of the jackknife test with equal and unequal n's under conditions of normality and nonnormality. The Box test is shown to be robust to violations of the assumption of normality. The jackknife test is shown not to be robust. When n's are unequal, the problem of heterogeneous within-cell variances of the transformed values and unequal n's affects the jackknife and Box tests. Previously reported suggestions for selecting subsample sizes for the Box test are shown to be inappropriate, producing an inflated P(EI). Two procedures which alleviate this problem are presented for the Box test. Use of the jack-knife test with a reduced alpha is shown to provide power and control of P(EI) at approximately the same level as the Box test. Recommendations for the use of these techniques and computational examples of each are provided.


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