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

doi:10.1080/10629360600569105

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 journal › Article › peer-review

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 language	English
Pages (from-to)	443-455
Number of pages	13
Journal	Journal of Statistical Computation and Simulation
Volume	77
Issue number	6
DOIs	https://doi.org/10.1080/10629360600569105
Publication status	Published - 2007 Jan

Bibliographical note

Funding Information:
J. Lee was supported by grant A06-0171-B51004-06N1-00050B from the Korea health 21 R&D Project, Ministry of Health & Welfare, Republic of Korea; S. Lee was supported by a grant no. R05-2003-000-10690-0 from the Basic Research Program of the Korea Science and Engineering Foundation.

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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10.1080/10629360600569105

Cite this

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

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

Access to Document

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