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A note on Cochran test for homogeneity in one-way ANOVA and meta-analysis

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  • Zhongxue Chen
  • Hon Ng
  • Saralees Nadarajah

Abstract

In this paper we provide a formal yet simple and straightforward proof of the asymptotic χ 2 distribution for Cochran test statistic. Then, we show that the general form of this type of test statistics is invariant for the choice of weights. This fact is important since in practice many such test statistics are constructed with more complicated forms which usually require calculating generalized inverse matrices. Based on our results, we can simplify the construction of the test statistics. More importantly, properties such as anti-conservativeness of this type of test statistics can be drawn from Cochran test statistic. Furthermore, one can improve the performance of the tests by using some modified statistics with correction for small sample size situations. Copyright Springer-Verlag Berlin Heidelberg 2014

Suggested Citation

  • Zhongxue Chen & Hon Ng & Saralees Nadarajah, 2014. "A note on Cochran test for homogeneity in one-way ANOVA and meta-analysis," Statistical Papers, Springer, vol. 55(2), pages 301-310, May.
    • Handle: RePEc:spr:stpapr:v:55:y:2014:i:2:p:301-310
    DOI: 10.1007/s00362-012-0475-9
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    References listed on IDEAS

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    1. Joachim Hartung & Dogan Argaç & Kepher Makambi, 2002. "Small sample properties of tests on homogeneity in one—way Anova and Meta—analysis," Statistical Papers, Springer, vol. 43(2), pages 197-235, April.
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    Cited by:

    1. Chen, Zhongxue, 2014. "Extension of Mood’s median test for survival data," Statistics & Probability Letters, Elsevier, vol. 95(C), pages 77-84.
    2. A. Martín Andrés & M. Álvarez Hernández, 2015. "Simultaneous inferences: new method of maximum combination," Statistical Papers, Springer, vol. 56(4), pages 1099-1113, November.

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