Skip Navigation

Biometrika 1988 75(2):207-214; doi:10.1093/biomet/75.2.207
© 1988 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by WESTFALL, P.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Robustness and power of tests for a null variance ratio

PETER WESTFALL

College of Business Administration, Information Systems and Quantitative Sciences, Texas Tech University Lubbock, Texas 79409, U.S.A.

A locally optimal test for a null variance ratio is considered in the context of the one-way random effects model, when normality is assumed. Using an asymptotic design sequence with an increasing number of groups with bounded but unequal sizes, this test has the correct asymptotic level of significance for nonnormal data, a property which is not shared by the competing Wald test. Asymptotic power calculations demonstrate that the locally optimal test may be more powerful than the Wald test even in situations where the actual significance level of the Wald test overstates the nominal level.

Key Words: Asymptotic normality • Invariance • Pitman alternative • Random effects • Unbalanced design


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.