On the Comparison of Several Mean Values: An Alternative Approach

Welch, B. L.

doi:10.1093/biomet/38.3-4.330

Cited by 1,172 publications

(744 citation statements)

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“…25 The Welch test of equality of means was used for data not satisfying the equal-variance assumption. 26 Upon determination that the means were significantly different, post hoc tests were used to determine which means were different from one another. Tukey's honestly significant difference (HSD) test was used to test data with equal variances, 27 and the Games−Howell test was used to analyze data that did not satisfy the equal-variances assumption.…”

Section: Resultsmentioning

confidence: 99%

Efficacy of Removal of CCL Viruses under Enhanced Coagulation Conditions

Abbaszadegan

Mayer

Ryu

et al. 2007

Environ. Sci. Technol.

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Section: Resultsmentioning

confidence: 99%

Efficacy of Removal of CCL Viruses under Enhanced Coagulation Conditions

Abbaszadegan

Mayer

Ryu

et al. 2007

Environ. Sci. Technol.

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“…Welch's (1951) unequal-variance test was used to analyze data that were heteroscedastic. Subsidiary post hoc contrasts were performed using Tukey HSD tests or Welch tests as appropriate.…”

Section: Latent Profile Analysis Of Hypnotic Respondingmentioning

confidence: 99%

Discrete response patterns in the upper range of hypnotic suggestibility: A latent profile analysis

Terhune

2015

Consciousness and Cognition

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“…The results in Tables 8 and 9 show that the Anova and Welch (1951) tests reject the null hypothesis of Neutral Forecast Updates for the inflation rate at the 5% level of significance, but do not reject the null hypothesis for the real GDP growth rate. As seen in Table 3, the primary and revised forecasts are very similar for the inflation rate, whereas the initial and primary forecasts are not, so that P-I is not close to R-P.…”

Section: Resultsmentioning

confidence: 85%

Are forecast updates progressive?

Chang¹,

Franses²,

McAleer³

2013

Mathematics and Computers in Simulation

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Many macro-economic forecasts and forecast updates, such as those from the IMF and OECD, typically involve both a model component, which is replicable, as well as intuition (namely, expert knowledge possessed by a forecaster), which is non-replicable. . Learning from previous mistakes can affect both the replicable component of a model as well as intuition. If learning, and hence forecast updates, are progressive, forecast updates should generally become more accurate as the actual value is approached. Otherwise, learning and forecast updates would be neutral. The paper proposes a methodology to test whether macro-economic forecast updates are progressive, where the interaction between model and intuition is explicitly taken into account. The data set for the empirical analysis is for Taiwan, where we have three decades of quarterly data available of forecasts and their updates of two economic fundamentals, namely the inflation rate and real GDP growth rate. The empirical results suggest that the forecast updates for Taiwan are progressive, and that progress can be explained predominantly by improved intuition.

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On the Comparison of Several Mean Values: An Alternative Approach

Cited by 1,172 publications

References 0 publications

Efficacy of Removal of CCL Viruses under Enhanced Coagulation Conditions

Efficacy of Removal of CCL Viruses under Enhanced Coagulation Conditions

Discrete response patterns in the upper range of hypnotic suggestibility: A latent profile analysis

Are forecast updates progressive?

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