Testing for Treatment Effect in Multitreatment Case

In this paper the problem of testing for the presence/absence of a (multi-level)treatment effect is considered. A new test-statistic, essentially based on the same principles as the classical Kruskal-Wallis test, is introduced, and its theoretical properties are studied. Test-statistics for stochastic dominance problems are also studied. The good behaviour of the proposed test in terms of both significance level and power, with respect to other commonly used test procedures, is shown through a simulation study. Finally, an application to real data is provided.