COMBINING INDEPENDENT TESTS IN LINEAR-MODELS

Authors
Citation
Lp. Zhou et T. Mathew, COMBINING INDEPENDENT TESTS IN LINEAR-MODELS, Journal of the American Statistical Association, 88(422), 1993, pp. 650-655
Citations number
12
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Volume
88
Issue
422
Year of publication
1993
Pages
650 - 655
Database
ISI
SICI code
Abstract
A class of independent linear models is considered, where the variance s of the different models are unequal but they have a common vector pa rameter theta occurring in their mean vectors. For testing the hypothe sis H-0: theta = 0, some exact test procedures are derived that combin e the information from all the models. The procedures are extensions o f the test suggested by Cohen and Sackrowitz for recovering interblock information in balanced incomplete block designs. Simulation results on the power of the new tests and some standard tests are reported in the context of (1) testing the hypothesis concerning the common mean o f two univariate normal populations and (2) recovering interblock info rmation in a block design that is not a balanced incomplete block desi gn. The numerical results indicate that the new tests have excellent p erformance in terms of power compared to some standard tests.