welchADF
Welch-James Statistic for Robust Hypothesis Testing under Heterocedasticity and Non-Normality
Implementation of Johansen's general formulation of Welch-James's statistic with Approximate Degrees of Freedom, which makes it suitable for testing any linear hypothesis concerning cell means in univariate and multivariate mixed model designs when the data pose non-normality and non-homogeneous variance. Some improvements, namely trimmed means and Winsorized variances, and bootstrapping for calculating an empirical critical value, have been added to the classical formulation. The code departs from a previous SAS implementation by L.M. Lix and H.J. Keselman, available at <http://supp.apa.org/psycarticles/supplemental/met_13_2_110/SAS_Program.pdf> and published in Keselman, H.J., Wilcox, R.R., and Lix, L.M. (2003) <DOI:10.1111/1469-8986.00060>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.3.2 |
2026-04-09 windows/windows R-4.5 | welchADF_0.3.2.zip |
365.9 KiB |
0.3.2 |
2025-04-20 source/ R- | welchADF_0.3.2.tar.gz |
515.6 KiB |