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Restricted one way analysis of variance using the empirical likelihood ratio test

Author

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  • Yu, Wen
  • El Barmi, Hammou
  • Ying, Zhiliang

Abstract

Empirical likelihood (EL) ratio tests are developed for testing for or against the hypothesis that k-population means [mu]1,[mu]2,...,[mu]k are isotonic with respect to some quasi-order [not precedes, equals] on {1,2,...,k}. The null asymptotic distributions are derived and are shown to be of chi-bar squared type. The asymptotic power of the proposed test for testing for equality of these means against the order restriction is derived under contiguous alternatives and a simulation study is carried out to investigate the finite sample behaviors of this test. In addition, an adjusted EL test is used to improve the small size performance of our test and an example is also discussed to illustrate the theoretical results.

Suggested Citation

  • Yu, Wen & El Barmi, Hammou & Ying, Zhiliang, 2011. "Restricted one way analysis of variance using the empirical likelihood ratio test," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 629-640, March.
    • Handle: RePEc:eee:jmvana:v:102:y:2011:i:3:p:629-640
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    References listed on IDEAS

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    1. Ori Davidov & Konstantinos Fokianos & George Iliopoulos, 2010. "Order-Restricted Semiparametric Inference for the Power Bias Model," Biometrics, The International Biometric Society, vol. 66(2), pages 549-557, June.
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