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Summarizing Monte Carlo Results in Methodological Research

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  • Michael R. Harwell

Abstract

Monte Carlo studies provide information that can assist researchers in selecting a statistical test when underlying assumptions of the test are violated. Effective use of this literature is hampered by the lack of an overarching theory to guide the interpretation of Monte Carlo studies. The problem is exacerbated by the impressionistic nature of the studies, which can lead different readers to different conclusions. These shortcomings can be addressed using meta-analytic methods to integrate the results of Monte Carlo studies. Quantitative summaries of the effects of assumption violations on the Type I error rate and power of a test can assist researchers in selecting the best test for their data. Such summaries can also be used to evaluate the validity of previously published statistical results. This article provides a methodological framework for quantitatively integrating Type I error rates and power values for Monte Carlo studies. An example is provided using Monte Carlo studies of Bartlett’s (1937) test of equality of variances. The importance of relating meta-analytic results to exact statistical theory is emphasized.

Suggested Citation

  • Michael R. Harwell, 1992. "Summarizing Monte Carlo Results in Methodological Research," Journal of Educational and Behavioral Statistics, , vol. 17(4), pages 297-313, December.
    • Handle: RePEc:sae:jedbes:v:17:y:1992:i:4:p:297-313
    DOI: 10.3102/10769986017004297
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