A comparison of tests for restricted orderings in the three-class case

作者：Alonzo Todd A^*; Nakas Christos T; Yiannoutsos Constantin T; Bucher Sherri

来源：Statistics in Medicine, 2009, 28(7): 1144-1158.

DOI：10.1002/sim.3536

• ANOVA
• non-parametric tests
• ordered alternatives
• umbrella alternatives
• umbrella ROC volume
• volume under the ROC surface
• area under ROC curve
• Wilcoxon-Mann-Whitney test
• Kruskal-Walis test

A variety of methods for comparing three distributions have been proposed in the literature. These methods assess the same null hypothesis of equal distributions but differ in the alternative hypothesis they consider. The alternative hypothesis can be that measurements from the three classes are distributed according to unequal distributions or that measurements between the three classes follow a specific monotone ordering, an inverse-U-shaped (umbrella) ordering, or a U-shaped (tree) ordering. This paper compares these tests with respect to power and test size under different simulation scenarios. In addition, the methods are illustrated in two applications generated by different research questions with data from three classes Suggesting monotone and umbrella orders. Additionally, proposals for the appropriate application of these tests are provided.