A general-purpose method for two-group randomization tests
Johannes Kaiser
Laboratory for Experimental Economics
University of Bonn
Bonn, Germany
[email protected]
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Michael G. Lacy
Sociology Department
Colorado State University
Fort Collins, CO
[email protected]
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Abstract.
We outline a novel approach to calculate exact p-levels for
two-sample randomization tests. The approach closely resembles permute in
its applications, with the main difference being that the results are
approximated only if the execution time needed to calculate exact
p-levels would exceed a specified maximum. We demonstrate its use by
deriving p-levels for the significance of Somers’ D, the
coefficient of variation, the difference in means and in medians, and the
difference in two multinomials.
View all articles by these authors:
Johannes Kaiser, Michael G. Lacy
View all articles with these keywords:
tsrtest, mwtest, fptest, somersdtest, cvtest, vartest, randomization tests, Monte Carlo, two-sample problem
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