Evaluation of empirical type I error rates of F and normality tests under different variance and mean conditions in multi-treatment CRDs

Hypothesis tests, such as normality tests, are extensively employed in Agricultural Sciences to evaluate the normality assumption of the F test in the Analysis of Variance (ANOVA) when large sample sizes are unavailable. Nonetheless, researchers conducting these tests are exposed to the risk of committing type I or type II errors, with probabilities that are influenced by different experimental conditions. This study assesses the empirical type I error rate of hypothesis tests by considering the equality (inequality) of treatment means, the homogeneity (heterogeneity) of variances, and different numbers of repetitions per treatment. Applying Completely Randomized Designs (CRD), sub-scenarios were simulated for each experimental scenario, with 10,000 iterations performed for each sub-scenario. Response variable values and experimental residuals were generated and subjected to appropriate tests. The results demonstrate that when the assumption of homogeneity of variances is violated, both the F and normality tests (excluding the Kolmogorov-Smirnov test) exhibit higher empirical type I error rates. Additionally, for normality tests, these error rates increase with the number of repetitions. Conversely, without such violations, the error rates remain stable and closely approximate the theoretical significance level for all analyzed hypothesis tests.

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Publication Details

Journal
Multi-Science Journal
Published
2025-04-22
DOI
https://doi.org/10.33837/msj.v8i1.1719
Primary Topic
Statistical Methods in Clinical Trials
Type
article
Field-Weighted Citation Impact
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article

Evaluation of empirical type I error rates of F and normality tests under different variance and mean conditions in multi-treatment CRDs

Nerílson Terra Santos, Marciel Lelis Duarte, Homero Ribeiro Neto
Multi-Science Journal
Statistical Methods in Clinical Trials
article

Evaluation of empirical type I error rates of F and normality tests under different variance and mean conditions in multi-treatment CRDs

Nerílson Terra Santos, Marciel Lelis Duarte, Homero Ribeiro Neto
article en

Abstract

Hypothesis tests, such as normality tests, are extensively employed in Agricultural Sciences to evaluate the normality assumption of the F test in the Analysis of Variance (ANOVA) when large sample sizes are unavailable. Nonetheless, researchers conducting these tests are exposed to the risk of committing type I or type II errors, with probabilities that are influenced by different experimental conditions. This study assesses the empirical type I error rate of hypothesis tests by considering the equality (inequality) of treatment means, the homogeneity (heterogeneity) of variances, and different numbers of repetitions per treatment. Applying Completely Randomized Designs (CRD), sub-scenarios were simulated for each experimental scenario, with 10,000 iterations performed for each sub-scenario. Response variable values and experimental residuals were generated and subjected to appropriate tests. The results demonstrate that when the assumption of homogeneity of variances is violated, both the F and normality tests (excluding the Kolmogorov-Smirnov test) exhibit higher empirical type I error rates. Additionally, for normality tests, these error rates increase with the number of repetitions. Conversely, without such violations, the error rates remain stable and closely approximate the theoretical significance level for all analyzed hypothesis tests.

Multi-Science JournalVol. 8(1)
Universidade Federal de Viçosa (BR)
Universidade Federal de Viçosa, Coordenação de Aperfeiçoamento de Pessoal de Nível Superior, Fundação de Amparo à Pesquisa do Estado de Minas Gerais
Openalex Percentile: Top 91%
Statistical Methods in Clinical Trials
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