An exact permutation method for testing any effect in balanced and unbalanced fixed effect ANOVA

Sara Kherad-Pajouh and Olivier Renaud

Computational Statistics & Data Analysis, 2010, vol. 54, issue 7, 1881-1893

Abstract: The ANOVA method and permutation tests, two heritages of Fisher, have been extensively studied. Several permutation strategies have been proposed by others to obtain a distribution-free test for factors in a fixed effect ANOVA (i.e., single error term ANOVA). The resulting tests are either approximate or exact. However, there exists no universal exact permutation test which can be applied to an arbitrary design to test a desired factor. An exact permutation strategy applicable to fixed effect analysis of variance is presented. The proposed method can be used to test any factor, even in the presence of higher-order interactions. In addition, the method has the advantage of being applicable in unbalanced designs (all-cell-filled), which is a very common situation in practice, and it is the first method with this capability. Simulation studies show that the proposed method has an actual level which stays remarkably close to the nominal level, and its power is always competitive. This is the case even with very small datasets, strongly unbalanced designs and non-Gaussian errors. No other competitor show such an enviable behavior.

Keywords: ANOVA; Experimental; design; Non-parametric; methods; Permutation; test (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (5)

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