Homogeneity tests for one-way models with dependent errors under correlated groups.

ABSTRACT: We consider the problem of testing for the existence of fixed effects and random effects in one-way models, where the groups are correlated and the disturbances are dependent. The classical F-statistic in the analysis of variance is not asymptotically distribution-free in this setting. To overcome this problem, we propose a new test statistic for this problem without any distributional assumptions, so that the test statistic is asymptotically distribution-free. The proposed test statistic takes the form of a natural extension of the classical F-statistic in the sense of distribution-freeness. The new tests are shown to be asymptotically size α and consistent. The nontrivial power under local alternatives is also elucidated. The theoretical results are justified by numerical s

SUBMITTER: Goto Y 

PROVIDER: S-EPMC9438895 | biostudies-literature | 2022 Sep

REPOSITORIES: biostudies-literature