A Parametric Bootstrap Test for Two- Way ANOVA ModelWithout Interaction Under Heteroscedasticity

作者：Xu, Liwen; Yang, Fangqin; Chen, Ranran; Yu, Shenghua^*

来源：Communications in Statistics - Simulation and Computation, 2015, 44(5): 1264-1272.

DOI：10.1080/03610918.2013.818689

• Bootstrap re-sampling
• Generalized F-test
• Generalized p-values
• Mixed effects
• Primary 62F03
• Secondary 62J10

In this article we consider the two-way ANOVA model without interaction under heteroscedasticity. For the problem of testing equal effects of factors, we propose a parametric bootstrap (PB) approach and compare it with existing the generalized F (GF) test. The Type I error rates and powers of the tests are evaluated using Monte Carlo simulation. Our studies show that the PB test performs better than the GF test. The PB test performs very satisfactorily even for small samples while the GF test exhibits poor Type I error properties when the number of factorial combinations or treatments goes up. It is also noted that the same tests can be used to test the significance of random effect variance component in a two-way mixed-effects model under unequal error variances.

• 出版日期2015-5-28
• 单位湖南大学; 北方工业大学