Adaptive choice of scale tests in flexible two-stage designs with applications in experimental ecology and clinical trials

Abstract

In this paper, the two-sample scale problem is addressed within the rank framework which does not require to specify the underlying continuous distribution. However, since the power of a rank test depends on the underlying distribution, it would be very useful for the researcher to have some information on it in order to use the possibly most suitable test. A two-stage adaptive design is used with adaptive tests where the data from the first stage are used to compute a selector statistic to select the test statistic for stage 2. More precisely, an adaptive scale test due to Hall and Padmanabhan and its components are considered in one-stage and several adaptive and non-adaptive two-stage procedures. A simulation study shows that the two-stage test with the adaptive choice in the second stage and with Liptak combination, when it is not more powerful than the corresponding one-stage test, shows, however, a quite similar power behavior. The test procedures are illustrated using two ecological applications and a clinical trial.