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

- - , ' Estimation of Ratios of Variance Components in the Unbalanced One Way Random Effects Model

The point estimation of the ratio of variance components and the intraclass correlation coefficient for the unbalanced one way random effects model are considered. ANOVA, REML, ML, MIVQUE, MINQE type, and MU (median unbiased) estimators are compared with respect to their absolute biases and mean squared errors through a simulation study. Explicit, computable expressions with no matrix inversion...

The equivalence between likelihood ratio test and F-test for testing variance component in a balanced one-way random effects model

A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Outliers in a Normal Sample

Usually when performing a statistical test or estimation procedure, we assume the data are all observations of i.i.d. random variables, often from a normal distribution. Sometimes, however, we notice in a sample one or more observations that stand out from the crowd. These observation(s) are commonly called outlier(s). Outlier tests are more formal procedures which have been developed for detec...

Credible and Confidence Sets for the Ratio of Variance Components in the Balanced One-way Model

Classical confidence intervals for the ratio of variance components can degenerate to a single point with positive probability, leaving no allowance for error. An alternative method is considered which avoids this problem, but maintains the frequentist coverage probability. The alternative intervals are compared to Bayesian credible intervals, derived from a non-informative prior; and the Bayes...

Comparing two testing procedures in unbalanced two-way ANOVA models under heteroscedasticity‎: Approximate degree of freedom and parametric bootstrap approach

‎The classic F-test is usually used for testing the effects of factors in homoscedastic two-way ANOVA models‎. ‎However‎, ‎the assumption of equal cell variances is usually violated in practice‎. ‎In recent years‎, ‎several test procedures have been proposed for testing the effects of factors‎. ‎In this paper‎, ‎the two methods that are approximate degree of freedom (ADF) and parametric bootstr...