IDEAS home Printed from https://ideas.repec.org/a/taf/gnstxx/v20y2008i4p305-317.html
   My bibliography  Save this article

Robust testing for random effects in unbalanced heteroscedastic one-way models

Author

Listed:
  • Inkyung Jung
  • Pranab Kumar Sen

Abstract

The usual variance ratio test for random effect, in a balanced design, is quite vulnerable to (i) unbalancedness, (ii) non-normality of either of the two random components, and (iii) heteroscedasticity of the chance errors. A robust rank-based test assuming only continuous, symmetric but otherwise arbitrary distributions for both the random effect and chance errors, and for a general heteroscedastic model is proposed here. Whereas the parametric tests are based on some F-distributional approximations, the proposed rank-based test rests on a normal approximation. Simulation studies, made to support the proposed methodology, suggest that not only the test is robust with respect to its significance level but also performs better in power, for heteroscedastic unbalanced models (even under normality).

Suggested Citation

  • Inkyung Jung & Pranab Kumar Sen, 2008. "Robust testing for random effects in unbalanced heteroscedastic one-way models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(4), pages 305-317.
  • Handle: RePEc:taf:gnstxx:v:20:y:2008:i:4:p:305-317
    DOI: 10.1080/10485250802018477
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/10485250802018477
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1080/10485250802018477?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Hartung, Joachim & Knapp, Guido, 2000. "Confidence intervals for the between group variance in the unbalanced one-way random effects model of analysis of variance," Technical Reports 2000,04, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    2. Harris, Ian R. & Burch, Brent D., 2005. "Measuring Relative Importance of Sources of Variation Without Using Variance," The American Statistician, American Statistical Association, vol. 59, pages 217-222, August.
    3. Mark G. Vangel & Andrew L. Rukhin, 1999. "Maximum Likelihood Analysis for Heteroscedastic One-Way Random Effects ANOVA in Interlaboratory Studies," Biometrics, The International Biometric Society, vol. 55(1), pages 129-136, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Julian P. T. Higgins & Simon G. Thompson & David J. Spiegelhalter, 2009. "A re‐evaluation of random‐effects meta‐analysis," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 172(1), pages 137-159, January.
    2. Jiratampradab Arisa & Supapakorn Thidaporn & Suntornchost Jiraphan, 2022. "Comparison of confidence intervals for variance components in an unbalanced one-way random effects model," Statistics in Transition New Series, Polish Statistical Association, vol. 23(4), pages 149-160, December.
    3. Xuhua Liu & Xingzhong Xu, 2016. "Confidence distribution inferences in one-way random effects model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(1), pages 59-74, March.
    4. Ruggero Bellio & Annamaria Guolo, 2016. "Integrated Likelihood Inference in Small Sample Meta-analysis for Continuous Outcomes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(1), pages 191-201, March.
    5. 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.
    6. Rukhin, Andrew L., 2007. "Estimating common vector parameters in interlaboratory studies," Journal of Multivariate Analysis, Elsevier, vol. 98(3), pages 435-454, March.
    7. Härtung Joachim & Argaç Doğan, 2002. "Confidence Intervals On The Among Group Variance Component In An Unbalanced And Heteroscedastic One-Way Random Effects Model," Statistics & Risk Modeling, De Gruyter, vol. 20(1-4), pages 331-354, April.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:gnstxx:v:20:y:2008:i:4:p:305-317. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/GNST20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.