One and two way heteroscedastic rank-based permutation tests. Two way designs are assumed to be factorial, i.e. interactions are tested.
Usage
BDM.test(Y, X)
BDM.2way(Y, X1, X2)
Arguments
Y
Vector of response data. A quantitative vector
X
A vector of factor levels for a one-way analysis. To be used with BDM.test
X1
A vector of factor levels for the first factor in a two-way factorial design. To be used with BDM.2way.
X2
A vector of factor levels for the second factor in a two-way factorial design. To be used with BDM.2way.
Value
Returns a list with two components
QThe "relative effects" for each group.
TableAn ANOVA type table with hypothesis test results.
Details
A problem with the Kruskal-Wallis test is that, while it does not assume normality for groups, it still assumes homoscedasticity (i.e. the groups have the same distributional shape). As a solution Brunner et al. (1997) proposed a heteroscedastic version of the Kruskal-Wallis test which utilizes the F-distribution. Along with being robust to non-normality and heteroscedasticity, calculations of exact p-values using the Brunner-Dette-Munk method are not made more complex by tied values. This is another obvious advantage over the traditional Kruskal-Wallis approach.
References
Brunner, E., Dette, H., and A. Munk (1997) Box-type approximations in nonparametric
factorial designs. Journal of the American Statistical Association. 92: 1494-1502.
Wilcox, R. R. (2005) Introduction to Robust Estimation and Hypothesis Testing, Second
Edition. Elsevier, Burlington, MA.