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Parametric boostrap and objective Bayesian testing for heteroscedastic one-way ANOVA

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  • Zhang, Guoyi
  • Christensen, Ronald
  • Pesko, John

Abstract

This article explores relationship between parametric bootstrap (PB) and objective Bayesian (OB) approaches to test equality of the factor level means (overall mean test) of heteroscedastic one-way analysis of variance (ANOVA) problem. We compared overall mean tests based on PB, OB, and OB using posterior predictive distribution approaches by simulation studies. We also proved that the PB and OB overall mean tests for one-way heteroscedastic ANOVA are asymptotically equivalent.

Suggested Citation

  • Zhang, Guoyi & Christensen, Ronald & Pesko, John, 2021. "Parametric boostrap and objective Bayesian testing for heteroscedastic one-way ANOVA," Statistics & Probability Letters, Elsevier, vol. 174(C).
    • Handle: RePEc:eee:stapro:v:174:y:2021:i:c:s0167715221000572
    DOI: 10.1016/j.spl.2021.109095
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    References listed on IDEAS

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    1. Krishnamoorthy, K. & Lu, Fei & Mathew, Thomas, 2007. "A parametric bootstrap approach for ANOVA with unequal variances: Fixed and random models," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5731-5742, August.
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