- A-Z
- Jena Economic Resea...
- Volume 1
- Small Sample Proper...
- Autor(in)
-
Friedrich-Schiller-Universität Jena. Wirtschaftswissenschaftliche Fakultät
- Erschienen
- 5. Juli 2007
- Nummer des Discussion-Papers
-
2007-032
- Schlagwort(e)
-
dependent observations
size and power
ties
Wilcoxon signed rank test
- Zusammenfsg.
-
This Monte-Carlo study investigates sensitivity of the Wilcoxon signed rank test to certain assumption violations in small samples. Emphasis is put on within-sample-dependence, between-sample dependence, and the presence of ties. Our results show that both assumption violations induce severe size distortions and entail power losses. Surprisingly, these consequences do vary substantially with other properties the data may display. Results provided are particularly relevant for experimental settings where ties and within-sample dependence are frequently observed.
- article pub. typess JER
- Research article
- article languages JER
- Englisch
- article research fields JER
- economics
- JEL-Classification for JER
- C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C15 - Simulation Methods