Combined Permutation Tests for Pairwise Comparison of Scale Parameters Using Deviances

Abstract

Nonparametric combinations of permutation tests for pairwise comparison of scale parameters, based on deviances, are examined. Permutation tests for comparing two or more groups based on the ratio of deviances have been investigated, and a procedure based on Higgins’ RMD statistic was found to perform well, but two other tests were sometimes more powerful. Thus, combinations of these tests are investigated. A simulation study shows a combined test can be more powerful than any single test.

Keywords

• deviance
• scale parameter
• pairwise comparison
• permutation test
• combined test