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Exact tests in simple growth curve models and one-way ANOVA with equicorrelation error structure

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  • Lin, Shu-Hui
  • Lee, Jack C.

Abstract

We consider exact tests with several equicorrelation error structures and combination of equicorrelation covariance structures in simple growth curve model having single or multiple treatments and in one-way ANOVA model. Exact inferences using generalized p-values are obtained. Tests for equal treatment effects under equal equicorrelation error term and for unequal equicorrelation error terms are also developed. Two examples are given to illustrate the importance of our results. According to our findings, we would be better off dropping the assumption of equal variance when the heteroscedasticity is serious. Therefore, tests based on generalized p-values without the assumption of equal variance are much more powerful than tests with this assumption.

Suggested Citation

  • Lin, Shu-Hui & Lee, Jack C., 2003. "Exact tests in simple growth curve models and one-way ANOVA with equicorrelation error structure," Journal of Multivariate Analysis, Elsevier, vol. 84(2), pages 351-368, February.
    • Handle: RePEc:eee:jmvana:v:84:y:2003:i:2:p:351-368
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    References listed on IDEAS

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    1. Thursby, Jerry G., 1992. "A comparison of several exact and approximate tests for structural shift under heteroscedasticity," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 363-386.
    2. Samaradasa Weerahandi & Vance W. Berger, 1999. "Exact Inference for Growth Curves with Intraclass Correlation Structure," Biometrics, The International Biometric Society, vol. 55(3), pages 921-924, September.
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    Cited by:

    1. Roy, Anindya & Bose, Arup, 2009. "Coverage of generalized confidence intervals," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1384-1397, August.
    2. Hamid, Jemila S. & Beyene, Joseph & von Rosen, Dietrich, 2011. "A novel trace test for the mean parameters in a multivariate growth curve model," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 238-251, February.

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