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The problem of testing for the presence/absence of a treatment effect in case of multi-treatment is attacked here through a new test-statistic based on the same ideas as the classical Kruskal-Wallis test. Its theoretical properties are studied, under both the null and the alternative hypothesis, and an approximation based on sub-sampling is proposed. Then, the problem of testing for stochastic dominance is also dealt with.

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A Kruskal-Wallis Type Test for Multi-treatment Effect

  • 会议论文

  • 发表日期：

    2025年

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  • Pier Luigi Conti,
  • Livia De Giovanni

摘要

The problem of testing for the presence/absence of a treatment effect in case of multi-treatment is attacked here through a new test-statistic based on the same ideas as the classical Kruskal-Wallis test. Its theoretical properties are studied, under both the null and the alternative hypothesis, and an approximation based on sub-sampling is proposed. Then, the problem of testing for stochastic dominance is also dealt with.