Parametric boostrap and objective Bayesian testing for heteroscedastic one-way ANOVA

被引：8

作者：

Zhang, Guoyi ^{[1
]}

Christensen, Ronald ^{[1
]}

Pesko, John ^{[2
]}

机构：

[1] Univ New Mexico, Dept Math & Stat, Albuquerque, NM 87131 USA

[2] AbbVie Inc, N Chicago, IL USA

来源：

STATISTICS & PROBABILITY LETTERS | 2021年 / 174卷

关键词：

Heteroscedastic ANOVA; Parametric bootstrap; Objective Bayesian; Overall mean tests; Simulations; BOOTSTRAP APPROACH; UNEQUAL VARIANCES;

D O I：

10.1016/j.spl.2021.109095

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：

This article explores relationship between parametric bootstrap (PB) and objective Bayesian (OB) approaches to test equality of the factor level means (overall mean test) of heteroscedastic one-way analysis of variance (ANOVA) problem. We compared overall mean tests based on PB, OB, and OB using posterior predictive distribution approaches by simulation studies. We also proved that the PB and OB overall mean tests for one-way heteroscedastic ANOVA are asymptotically equivalent. (C) 2021 Elsevier B.V. All rights reserved.

引用

页数：7

共 50 条

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