On the size of the F-test for the one-way random model with heterogeneous error variances

被引：0

作者：

Lee, Juneyoung ^{[1
]}

Khuri, Andre I.

Kim, Kee Whan

Lee, Sangkon

机构：

[1] Korea Univ, Dept Biostat, Seoul 136705, South Korea

[2] Univ Florida, Dept Stat, Gainesville, FL 32611 USA

[3] Korea Univ, Dept Informat Stat, Chungnam 339700, South Korea

[4] Jeonju Univ, Dept Comp Sci, Chonbuk 560759, South Korea

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2007年 / 77卷 / 06期

关键词：

among-group variance component; Davies' algorithm; level of significance; measure of imbalance; unbalanced design;

D O I：

10.1080/10629360600569105

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Traditional analysis of variance tests are based on the assumption of homogeneous error variances, which often fails in real experimental situations. Violation of this assumption affects not only the power of the standard F-test, but also its size. When a design is unbalanced, the effect of unequal error variances is even more complex. In this paper, we study the effect of heterogeneous error variances on the size of the F-test concerning the among-group variance component in an unbalanced random one-way model. We also provide a method for computing the true critical value of the F-test for a given level of significance.

引用

页码：443 / 455

页数：13

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