Table 3.
Simulation B: Empirical rejection frequencies (in ).
| LR | Rank test | Sign test | NN | ID-rank test | ||
|---|---|---|---|---|---|---|
| Hollander | Bell and Haller | Snijders | Modarres | Modarres | Modarres | |
| Contamination proportion 0 (i.e. holds) | ||||||
| Permutation tests of bivariate symmetry (for individual pairs of variables) | ||||||
| 1-2 | 0.053 | 0.055 | 0.046 | 0.057 | 0.054 | 0.058 | 
| 1-3 | 0.046 | 0.052 | 0.051 | 0.049 | 0.049 | 0.050 | 
| 2-3 | 0.055 | 0.044 | 0.053 | 0.053 | 0.052 | 0.051 | 
| Multivariate procedures | ||||||
| Fisher | 0.060 | 0.052 | 0.051 | 0.053 | 0.050 | 0.057 | 
| Lipták | 0.053 | 0.055 | 0.054 | 0.060 | 0.044 | 0.052 | 
| Tippett | 0.051 | 0.048 | 0.053 | 0.052 | 0.052 | 0.052 | 
| B-Y | 0.010 | 0.011 | 0.008 | 0.007 | 0.010 | 0.011 | 
| Bonferroni | 0.015 | 0.019 | 0.013 | 0.014 | 0.016 | 0.020 | 
| Contamination proportion 0.1 | ||||||
| Permutation tests of bivariate symmetry (for individual pairs of variables) | ||||||
| 1-2 | 0.270 | 0.312 | 0.229 | 0.226 | 0.263 | 0.303 | 
| 1-3 | 0.319 | 0.361 | 0.268 | 0.262 | 0.315 | 0.364 | 
| 2-3 | 0.195 | 0.234 | 0.150 | 0.137 | 0.169 | 0.223 | 
| Multivariate procedures | ||||||
| Fisher | 0.366 | 0.431 | 0.365 | 0.312 | 0.362 | 0.411 | 
| Lipták | 0.327 | 0.359 | 0.313 | 0.290 | 0.314 | 0.376 | 
| Tippett | 0.419 | 0.472 | 0.385 | 0.375 | 0.389 | 0.454 | 
| B-Y | 0.049 | 0.051 | 0.046 | 0.033 | 0.047 | 0.052 | 
| Bonferroni | 0.044 | 0.046 | 0.041 | 0.038 | 0.045 | 0.049 | 
| Contamination proportion 0.2 | ||||||
| Permutation tests of bivariate symmetry (for individual pairs of variables) | ||||||
| 1-2 | 0.708 | 0.765 | 0.692 | 0.678 | 0.723 | 0.797 | 
| 1-3 | 0.771 | 0.815 | 0.734 | 0.730 | 0.779 | 0.832 | 
| 2-3 | 0.270 | 0.310 | 0.245 | 0.263 | 0.276 | 0.332 | 
| Multivariate procedures | ||||||
| Fisher | 0.764 | 0.818 | 0.713 | 0.712 | 0.769 | 0.826 | 
| Lipták | 0.713 | 0.770 | 0.697 | 0.671 | 0.743 | 0.769 | 
| Tippett | 0.814 | 0.855 | 0.756 | 0.730 | 0.813 | 0.867 | 
| B-Y | 0.946 | 0.972 | 0.928 | 0.796 | 0.904 | 0.897 | 
| Bonferroni | 0.962 | 0.980 | 0.941 | 0.848 | 0.925 | 0.941 |