A parametric bootstrap approach for two-way ANOVA in presence of possible interactions with unequal variances

Li-Wen Xu, Fang-Qin Yang, Abula, Aji’erguli and Shuang Qin

Journal of Multivariate Analysis, 2013, vol. 115, issue C, 172-180

Abstract: In this article we consider the Two-Way ANOVA model with unequal cell frequencies without the assumption of equal error variances. For the problem of testing no interaction effects and equal main effects, we propose a parametric bootstrap (PB) approach and compare it with existing the generalized F (GF) test. The Type I error rates and powers of the tests are evaluated using Monte Carlo simulation. Our studies show that the PB test performs better than the generalized F-test. The PB test performs very satisfactorily even for small samples while the GF test exhibits poor Type I error properties when the number of factorial combinations or treatments goes up.

Keywords: Bootstrap re-sampling; Generalized p-values; Heteroscedasticity; Unbalanced data (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (8)

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DOI: 10.1016/j.jmva.2012.10.008

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