Wayne State University Wayne State University Dissertations 1-1-2013 Comparative Power Of The Anova, Randomization Anova, And Kruskal-Wallis Test Jamie Gleason Wayne State University, Follow this and additional works at:http://digitalcommons.wayne.edu/oa_dissertations Part of theStatistics and Probability Commons Recommended Citation Gleason, Jamie, "Comparative Power Of The Anova, Randomization Anova, And Kruskal-Wallis Test" (2013).Wayne State University Dissertations.Paper 658. This Open Access Dissertation is brought to you for free and open access by DigitalCommons@WayneState. It has been accepted for inclusion in Wayne State University Dissertations by an authorized administrator of DigitalCommons@WayneState. COMPARATIVE POWER OF THE ANOVA, APPROXIMATE RANDOMIZATION ANOVA, AND KRUSKAL-WALLIS TEST by JAMIE H. GLEASON DISSERTATION Submitted to the Graduate School of Wayne State University, Detroit, Michigan in partial fulfillment of the requirements for the degree of DOCTOR OF PHILOSOPHY 2013 MAJOR: EVALUATION AND RESEARCH Approved by: ___________________________________ Advisor Date ___________________________________ ___________________________________ ___________________________________ DEDICATION I dedicate this to my wonderful wife, Amanda, who somehow agreed it would be a great idea to move 2,400 miles across the country so her fiancé could begin this journey, and then proceeded to marry him. Not to be outdone, though, are the Buggels, Caoimhe and Tobaira, who provided me with the daily passion and reminder to finish what I started a lifetime ago. I will forever associate their love of Mary Poppins with my desire for peace and quiet. In the end, the bulk chapter 4 and 5 were written while humming to myself about a spoonful of sugar. Now that I have completed my project, there's time to go fly a kite. ii ACKNOWLEDGMENTS First and foremost, I need to acknowledge my mother, Judi, for supporting me throughout my educational career and always finding a way to help me to do the things I needed, or sometimes just wanted, to do. Also to my stepfather, Ed. I truly appreciate how difficult it was to meet me as a teenager, but you have always filled the role you stepped into all of those years ago. Academically, I would like to acknowledge my committee, and thank them for making the process as painless as possible. Dr. Sawilowsky always assured me that the main goal of enduring this process is to get my degree, something that he empowered me to do through the entire dissertation process. Dr. Fahoome almost single-handedly taught me everything that I learned throughout the program. Every semester for nearly three years we were reunited… hockey season or no hockey season. Dr. Bridge and, the most recent addition, Dr. Castronova, for being willing to be active participants in my dissertation endeavor, and for the latter, after the ball had already begun rolling. Finally, I could have never done this without the support of my family. Thank you. Now it’s my turn to give back to the Buggeldome. iii TABLE OF CONTENTS Dedication_____________________________________________________ ii Acknowledgments_______________________________________________ iii List of Tables___________________________________________________ vi List of Figures__________________________________________________ viii Chapter 1 Introduction___________________________________________ 1 Problem_________________________________________________ 2 Purpose of the Study_______________________________________ 4 Assumptions and Limitations_________________________________ 5 Definition of Terms_________________________________________ 5 Chapter 2 Literature Review_______________________________________ 8 Hypothesis Testing_________________________________________ 8 Parametric Tests__________________________________________ 9 Permutation and Randomization Tests_________________________ 11 Nonparametric Tests_______________________________________ 14 Underlying Assumptions____________________________________ 16 Chapter 3 Methodology__________________________________________ 17 Design__________________________________________________ 17 Distributions______________________________________________ 17 Sample Sizes and Effect Sizes_______________________________ 21 Fortran Programming_______________________________________ 23 Presentation of Results_____________________________________ 24 iv Chapter 4 Results_______________________________________________ 25 Type I Error______________________________________________ 25 Comparative Power Analysis________________________________ 27 Normal Distribution________________________________________ 28 Uniform Distribution________________________________________ 38 Chi-Square (df=2) Distribution________________________________ 48 Chapter 5 Discussion____________________________________________ 70 Type I Error______________________________________________ 70 Comparative Statistical Power_______________________________ 71 Implications______________________________________________ 74 Conclusion______________________________________________ 75 References____________________________________________________ 77 Abstract______________________________________________________ 83 Autobiographical Statement_______________________________________ 85 v LIST OF TABLES Table 1: Sample Size and Treatment Conditions……………….. 22 Table 2: Rejections Under Null Condition for Normal Distribution (Type I Error)………………………………… 25 Table 3: Rejections Under Null Condition for Uniform Distribution (Type I Error)………………………………… 26 Table 4: Rejections Under Null Condition for Chi-Square (df=2) Distribution (Type I Error)………………………… 26 Table 5: Rejections of the Null Under Treatment Condition for n =n =n (tr)=10……………………………………………. 58 1 2 3 Table 6: Rejections of the Null Under Treatment Condition for n =n (tr)=n (tr)=10………………………………………… 59 1 2 3 Table 7: Rejections of the Null Under Treatment Condition for n =n =n (tr)=30……………………………………………. 60 1 2 3 Table 8: Rejections of the Null Under Treatment Condition for n =n (tr)=n (tr)=30………………………………………… 61 1 2 3 Table 9: Rejections of the Null Under Treatment Condition for n =n =n =n =n (tr)=10……………………………………. 62 1 2 3 4 5 Table 10: Rejections of the Null Under Treatment Condition for n =n =n =n (tr)=n (tr)=10………………………………… 63 1 2 3 4 5 Table 11: Rejections of the Null Under Treatment Condition for n =n =n (tr)=n (tr)=n (tr)=10…………………………….. 64 1 2 3 4 5 Table 12: Rejections of the Null Under Treatment Condition for n =n (tr)=n (tr)=n (tr)=n (tr)=10…………………………. 65 1 2 3 4 5 Table 13: Rejections of the Null Under Treatment Condition for n =n =n =n =n (tr)=30……………………………………. 66 1 2 3 4 5 Table 14: Rejections of the Null Under Treatment Condition for n1=n2=n3=n4(tr)=n5(tr)=30……………………………… 67 vi Table 15: Rejections of the Null Under Treatment Condition for n =n =n (tr)=n (tr)=n (tr)=30…………………………….. 68 1 2 3 4 5 Table 16: Rejections of the Null Under Treatment Condition for n =n (tr)=n (tr)=n (tr)=n (tr)=30…………………………. 69 1 2 3 4 5 vii LIST OF FIGURES Figure 1: Gaussian (Normal) Distribution, Sawilowsky & Fahoome (2003)………………………………………….. 18 Figure 2: Uniform Distribution, Sawilowsky & Fahoome (2003)… 19 Figure 3: Chi-Square Distribution, Sawilowsky & Fahoome (2003)………………………………………….. 20 Figure 4: Shift vs. Power in the Normal Distribution for Sample Condition n =n =n (tr)=10……………………… 28 1 2 3 Figure 5: Shift vs. Power in the Normal Distribution for Sample Condition n =n (tr)=n (tr)=10……………………………. 29 1 2 3 Figure 6: Shift vs. Power in the Normal Distribution for Sample Condition n =n =n (tr)=30………………………….……. 30 1 2 3 Figure 7: Shift vs. Power in the Normal Distribution for Sample Condition n =n (tr)=n (tr)=30.…………………………… 31 1 2 3 Figure 8: Shift vs. Power in the Normal Distribution for Sample Condition n =n =n =n =n (tr)=10………….……………. 32 1 2 3 4 5 Figure 9: Shift vs. Power in the Normal Distribution for Sample Condition n =n =n =n (tr)=n (tr)=10……………………. 33 1 2 3 4 5 Figure 10: Shift vs. Power in the Normal Distribution for Sample Condition n =n =n (tr)=n (tr)=n (tr)=1………………….. 33 1 2 3 4 5 Figure 11: Shift vs. Power in the Normal Distribution for Sample Condition n =n (tr)=n (tr)=n (tr)=n (tr)=10…………….. 34 1 2 3 4 5 Figure 12: Shift vs. Power in the Normal Distribution for Sample Condition n =n =n =n =n (tr)=30……………………….. 35 1 2 3 4 5 Figure 13: Shift vs. Power in the Normal Distribution for Sample Condition n =n (tr)=n (tr)=n (tr)=n (tr)=30……………... 36 1 2 3 4 5 Figure 14: Shift vs. Power in the Normal Distribution for Sample Condition n =n =n =n (tr)=n (tr)=30……………………. 37 1 2 3 4 5 viii Figure 15: Shift vs. Power in the Normal Distribution for Sample Condition n =n =n (tr)=n (tr)=n (tr)=30………………… 37 1 2 3 4 5 Figure 16: Shift vs. Power in the Uniform Distribution for Sample Condition n =n =n (tr)=10……………………… 38 1 2 3 Figure 17: Shift vs. Power in the Uniform Distribution for Sample Condition n =n (tr)=n (tr)=10………………..………….. 39 1 2 3 Figure 18: Shift vs. Power in the Uniform Distribution for Sample Condition n =n =n (tr)=30………………………….……. 40 1 2 3 Figure 19: Shift vs. Power in the Uniform Distribution for Sample Condition n =n (tr)=n (tr)=30.………………..…………. 41 1 2 3 Figure 20: Shift vs. Power in the Uniform Distribution for Sample Condition n =n =n =n =n (tr)=10…………..…………… 42 1 2 3 4 5 Figure 21: Shift vs. Power in the Uniform Distribution for Sample Condition n =n =n =n (tr)=n (tr)=10……………………. 43 1 2 3 4 5 Figure 22: Shift vs. Power in the Uniform Distribution for Sample Condition n =n =n (tr)=n (tr)=n (tr)=10………………… 43 1 2 3 4 5 Figure 23: Shift vs. Power in the Uniform Distribution for Sample Condition n =n (tr)=n (tr)=n (tr)=n (tr)=10…………..… 44 1 2 3 4 5 Figure 24: Shift vs. Power in the Uniform Distribution for Sample Condition n =n =n =n =n (tr)=30……………………….. 45 1 2 3 4 5 Figure 25: Shift vs. Power in the Uniform Distribution for Sample Condition n =n (tr)=n (tr)=n (tr)=n (tr)=30……………… 46 1 2 3 4 5 Figure 26: Shift vs. Power in the Uniform Distribution for Sample Condition n =n =n =n (tr)=n (tr)=30……………………. 47 1 2 3 4 5 Figure 27: Shift vs. Power in the Uniform Distribution for Sample Condition n =n =n (tr)=n (tr)=n (tr)=30………………… 47 1 2 3 4 5 Figure 28: Shift vs. Power in the Chi-Square (df=2) Distribution for Sample Condition n =n =n (tr)=10………………….. 48 1 2 3 Figure 29: Shift vs. Power in the Chi-Square (df=2) Distribution for Sample Condition n =n (tr)=n (tr)=10………………. 49 1 2 3 ix
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