A Parametric Bootstrap Test for Two- Way ANOVA ModelWithout Interaction Under Heteroscedasticity

被引:10
作者
Xu, Liwen [1 ]
Yang, Fangqin [1 ]
Chen, Ranran [1 ]
Yu, Shenghua [2 ]
机构
[1] North China Univ Technol, Coll Sci, Beijing, Peoples R China
[2] Hunan Univ, Coll Econ & Trade, Changsha 410079, Hunan, Peoples R China
基金
中国国家自然科学基金; 北京市自然科学基金;
关键词
Bootstrap re-sampling; Generalized F-test; Generalized p-values; Mixed effects; Primary; 62F03; Secondary; 62J10; VARIANCES; MODELS;
D O I
10.1080/03610918.2013.818689
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this article we consider the two-way ANOVA model without interaction under heteroscedasticity. For the problem of testing equal effects of factors, we propose a parametric bootstrap (PB) approach and compare it with existing the generalized F (GF) test. The Type I error rates and powers of the tests are evaluated using Monte Carlo simulation. Our studies show that the PB test performs better than the GF test. The PB test performs very satisfactorily even for small samples while the GF test exhibits poor Type I error properties when the number of factorial combinations or treatments goes up. It is also noted that the same tests can be used to test the significance of random effect variance component in a two-way mixed-effects model under unequal error variances.
引用
收藏
页码:1264 / 1272
页数:9
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