Approximate test for testing a null variance ratio in the Unbalanced One-Way Random Model

Year 2020, Volume: 69 Issue: 1, 23 - 36, 30.06.2020

Sevgi Demircioğlu , Bilgehan Güven

https://doi.org/10.31801/cfsuasmas.467319

Abstract

The approximate test for testing the signicance of the random effect is presented in the unbalanced one-way random model in which both random effects and errors are from non-normal universes. The test is based on the asymptotic distribution of the F-statistic. Under the condition that the number of groups tends to infinity while the average of powers of the group sizes is bounded, the asymptotic distribution of the F-statistic is obtained. Robustness of the proposed test is given.

Keywords

Asymptotic normality, F-test, robustness of the approximate F-test, rondom effects

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