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A note reconciling ANOVA tests under unequal error variances

S. Weerahandi and K. Krishnamoorthy

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 3, 689-693

Abstract: The purpose of this note is to derive simple testing procedures for ANOVA under heteroscedasticity by a single approach that are equivalent to the prior art in the literature obtained by the Parametric Bootstrap and the Generalized Fiducial approach. By similar approach, researchers are encouraged to derive generalized tests in other applications, as alternative to parametric bootstrap tests and fiducial tests, including ANCOVA and MANOVA under heteroscedasticity, especially in Mixed Model applications, where the bootstrap approach fails.

Date: 2019
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DOI: 10.1080/03610926.2017.1419264

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