Rand R. Wilcox (University of South California, USA)
Pairwise comparisons of trimmed means for two or more groups
The paper takes up the problem of performing all pairwise comparisons among J independent groups based on 20% trimmed means. Currently, a method that stands out is the percentile-t bootstrap method where the bootstrap is used to estimate the quantiles of a Studentized maximum modulus distribution when all pairs of population trimmed means are equal.However, a concern is that in simulations, the actual probability of one or more type I errors can drop well below the nominal level when sample sizes are small. A practical issue is whether a method can be found that corrects this problem while maintaining the positive features of the percentile-t bootstrap. Three new methods are considered, one of which achieves the desired goal. Another method, which takes advantage of theoretical results by Singh (1998), performs almost as well but is not recommended when the smallest sample size drops below 15. In some situations, however, it gives substantially shorter confidence intervals. Some results on comparing dependent groups are reported as well.