A note on the sampling properties of the Vincentizing (quantile averaging) procedure

被引:29
作者
Jiang, Y [1 ]
Rouder, JN [1 ]
Speckman, PL [1 ]
机构
[1] Univ Missouri, Dept Psychol Sci, Columbia, MO 65211 USA
基金
美国国家科学基金会;
关键词
RT analysis; quantile regression; vincentizing;
D O I
10.1016/j.jmp.2004.01.002
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
To assess the effect of a manipulation on a response time distribution, psychologists often use Vincentizing or quantile averaging to construct group or "average" distributions. We provide a theorem characterizing the large sample properties of the averaged quantiles when the individual RT distributions all belong to the same location-scale family. We then apply the theorem to estimating parameters for the quantile-averaged distributions. From the theorem, it is shown that parameters of the group distribution can be estimated by generalized least squares. This method provides accurate estimates of standard errors of parameters and can therefore be used in formal inference. The method is benchmarked in a small simulation study against both a maximum likelihood method and an ordinary least-squares method. Generalized least squares essentially is the only method based on the averaged quantiles that is both unbiased and provides accurate estimates of parameter standard errors. It is also proved that for location-scale families, performing generalized least squares on quantile averages is formally equivalent to averaging parameter estimates from generalized least squares performed on individuals. A limitation on the method is that individual RT distributions must be members of the same location-scale family. (C) 2004 Elsevier Inc. All rights reserved.
引用
收藏
页码:186 / 195
页数:10
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