第11章稳健估计new1.docVIP

PAGE PAGE 1 浅谈稳健统计分析 浅谈稳健估计 第一节 引言 Why Robust Statistics? The most commonly used statistical methods in the social sciences make assumptions about normality and variance homogeneity.? However, often these assumptions are violated.? Many social scientists believe that current methods are robust to violations of assumptions.? But this is not necessarily the case. With high speed computers, it is now possible to apply robust statistical methods that were heretofore impractical to use.? These methods offer useful and viable alternatives to traditional analytic methods, often yielding greater statistical power and increased sensitivity. Analysis of Trimmed Means: Trimmed means focus on the mean of the distribution after a certain percentage of cases have been trimmed from the tails of the distribution.? Such means are robust to outliers and methods for estimating standard errors and confidence intervals are relatively robust to violations of normality and variance homogeneity.? With the S Plus functions used by ZumaStat, you can compare the trimmed means for two groups (for both independent groups and dependent groups), three or more groups (corresponding to one way analysis of variance and multiple comparisons) and you can conduct single degree of freedom contrasts relevant to a wide range of factorial designs (for a discussion of single degree of freedom contrasts, click here). Analysis of Medians: Medians are outlier resistant measures of central tendency.? With ZumaStat, you can obtain significance tests and confidence intervals to compare medians for two groups (for both independent groups and dependent groups), three or more groups (corresponding to one way analysis of variance and multiple comparisons) and you can conduct single degree of freedom contrasts of medians relevant to a wide range of factorial designs. Analysis of M Estimators: M estimators are robust indices of central tendency that derive from the formal literature on robust statistics.? Wi