Mma. Ananda, GENERALIZED F-TESTS FOR UNBALANCED NESTED DESIGNS UNDER HETEROSCEDASTICITY, Annals of the Institute of Statistical Mathematics, 47(4), 1995, pp. 731-742
Citations number
15
Categorie Soggetti
Statistic & Probability",Mathematics,"Statistic & Probability
Two-factor fixed-effect unbalanced nested design model without the ass
umption of equal error variance is considered. Using the generalized d
efinition of p-values, exact tests under heteroscedasticity are derive
d for testing ''main effects'' of both factors. These generalized F-te
sts can be utilized in significance testing or in fixed level testing
under the Neyman-Pearson theory. Two examples are given to illustrate
the proposed test and to demonstrate its advantages over the classical
F-test. Extensions of the procedure for three-factor nested designs a
re briefly discussed.