On the size of the F-test for the one-way random model with heterogeneous error variances

Juneyoung Lee, André I. Khuri, Kee Whan Kim, Sangkon Lee

Research output: Contribution to journalArticle

Abstract

Traditional analysis of variance tests are based on the assumption of homogeneous error variances, which often fails in real experimental situations. Violation of this assumption affects not only the power of the standard F-test, but also its size. When a design is unbalanced, the effect of unequal error variances is even more complex. In this paper, we study the effect of heterogeneous error variances on the size of the F-test concerning the among-group variance component in an unbalanced random one-way model. We also provide a method for computing the true critical value of the F-test for a given level of significance.

Original languageEnglish
Pages (from-to)443-455
Number of pages13
JournalJournal of Statistical Computation and Simulation
Volume77
Issue number6
DOIs
Publication statusPublished - 2007 Jan

Keywords

  • Among-group variance component
  • Davies' algorithm
  • Level of significance
  • Measure of imbalance
  • Unbalanced design

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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