เปรียบเทียบวิธี
ดูวิธีที่เลือกเทียบกันแบบเคียงข้าง แถวที่ต่างกันจะถูกเน้นไว้
| Robust ANOVA (Welch & Trimmed Mean)× | การทดสอบการสับเปลี่ยน (การสุ่ม)× | ตัวประมาณค่าแบบ Theil-Sen× | |
|---|---|---|---|
| สาขาวิชา | สถิติศาสตร์ | สถิติศาสตร์ | สถิติศาสตร์ |
| ตระกูล | Regression model | Regression model | Regression model |
| ปีกำเนิด≠ | 1951 | 2005 | 1968 |
| ผู้ริเริ่ม≠ | Welch (1951); robust trimmed-mean approach popularised by Wilcox | Good (2005); Edgington & Onghena (2007); resampling tradition | Henri Theil (1950); P. K. Sen (1968) |
| ประเภท≠ | Robust one-way analysis of variance | Nonparametric resampling test | Robust linear regression |
| แหล่งต้นตำรับ≠ | Welch, B. L. (1951). On the comparison of several mean values: an alternative approach. Biometrika, 38(3/4), 330-336. DOI ↗ | Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792 | Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389. DOI ↗ |
| ชื่อเรียกอื่น≠ | Welch ANOVA, trimmed-mean ANOVA, heteroscedastic one-way ANOVA, Robust ANOVA (Welch & Trimmed Mean) | randomization test, exact permutation test, re-randomization test, Permütasyon Testi | Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator |
| ที่เกี่ยวข้อง≠ | 5 | 5 | 6 |
| สรุป≠ | Robust ANOVA compares the central tendency of three or more groups when the classical assumptions of normality and equal variances fail. It combines Welch's heteroscedasticity-adjusted statistic, introduced by Welch in 1951, with trimmed-mean tests advanced by Wilcox, giving reliable comparisons in the presence of outliers and unequal group spreads. | The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value. | The Theil-Sen estimator is a robust linear regression method that estimates the slope as the median of the slopes computed over all pairs of data points. Introduced by Henri Theil in 1950 and extended by P. K. Sen in 1968, it tolerates outliers in the response with a breakdown point of about 29%. |
| ScholarGateชุดข้อมูล ↗ |
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