Abstract
In the presence of non-normality, we consider testing for the significance of the variance components in the unbalanced two-way random model without interaction. The approximate test is based on the F-statistic for this model. The asymptotic distribution of the F-statistic is derived as the number of treatments tends to infinity while the number of observations for a treatment in any block takes value from a finite set of positive integers. Robustness of the approximate test is given.
Similar content being viewed by others
References
Akritas M, Arnold S (2000) Asymptotic for analysis of variance when the number of levels is large. J Am Stat Assoc 95: 212–226
Akritas MG, Papadatos N (2004) Heteroscedastic one-way ANOVA and lack-of-fit tests. J Am Stat Assoc 99: 368–382
Bathke A (2004) The ANOVA F test can still be used in some balanced designs with unequal variances and non normal data. J Stat Plan Infer 126: 413–422
Brownie C, Boos DD (1994) Type I error robustness of ANOVA and ANOVA ranks when the number of treatments is large. Biometrics 50: 542–549
Güven B (2006) The limiting distribution of the F-statistic from non normal universes. Statistics 40: 545–557
Hartley HO, Rao JNK, Lamotte LR (1978) A simple ‘Synthesis’-based method of variance component estimation. Biometrics 34: 233–242
Jung BC, Jhun M, Song JS (2006) A new random permutation test in ANOVA models. Stat Pap 48: 47–62
Khuri AI, Mathew T, Sinha BK (1998) Statistical tests for mixed linear models. Wiley, New York
Miller JJ (1977) Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance. Ann Stat 5: 746–762
Rao CR, Kleffe J (1988) Estimation of variance components and applications. North-Holland, Amsterdam
Scheffé H (1959) The analysis of variance. Wiley, New York
Searle SR (1987) Linear models for unbalanced data. Wiley, New York
van der Vaart AW (1998) Asymptotic statistics. Cambridge, New York
Volaufova J (2009) Heteroscedastic ANOVA: old p values, new views. Stat Pap 50: 943–962
Wang L, Akritas MG (2006) Two-way heteroscedastic ANOVA when the number of levels is large. Stat Sinica 16: 1387–1408
Westfall PH (1986) Asymptotic normality of the ANOVA estimates of components of variance in the non normal unbalanced hierarchal mixed model. Ann Stat 14: 1572–1582
Westfall PH (1987) A comparison of variance component estimates for arbitrary underlying distributions. J Am Stat Assoc 82: 866–874
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Güven, B. Approximate tests in unbalanced two-way random models without interaction. Stat Papers 53, 753–766 (2012). https://doi.org/10.1007/s00362-011-0378-1
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00362-011-0378-1