Abstract
This paper describes how to compute robust confidence intervals for differences of the effects using the likelihood ratio testF M in the two-way analysis of variance. The probability for the α-error and the average length of the confidence intervals withF m and the quadratic formQ M are investigated and compared with the classical confidence intervals fort-distributed and lognormal errors. We also give a warning of building confidence intervals withF M andQ M in the presence of heterogeneous scale parameters, because these tests which do not regard heteroscedasticity are then much too liberal.
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Bachmaier, M., Precht, M. Robust confidence intervals for contrasts based upon a likelihood ratio test. Stat Papers 36, 215–236 (1995). https://doi.org/10.1007/BF02926035
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DOI: https://doi.org/10.1007/BF02926035