Stats, Vol. 8, Pages 47: A Note on the Robust Modification of the Ordered-Heterogeneity Test

Stats doi: 10.3390/stats8020047

Authors:
Markus Neuhäuser
Sabrina Schmitt

An ordered heterogeneity (OH) test is a test for a trend that combines a nondirectional heterogeneity test with the rank-order information specified under the alternative. A modified OH test introduced in 2006 can detect all possible patterns under the alternative with a relatively high power. Here, it is proposed to apply the modified OH test as a permutation test, which has the advantage that it requires only the exchangeability of the observations in the combined sample under the null hypothesis. No additional assumptions or simulations of critical values are necessary. A simulation study indicates that the permutation OH test controls the significance level even for small sample sizes and has a good power, comparable to competing tests. Moreover, the main advantage of the OH tests is their very broad applicability; they can always be applied when a heterogeneity test exists.

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Markus Neuhäuser www.mdpi.com