Smooth Tests for Normality in ANOVA

Haoyu Wei and Xiaojun Song

Papers from arXiv.org

Abstract: The normality assumption for errors in the Analysis of Variance (ANOVA) is common when using ANOVA models. But there are few people to test this normality assumption before using ANOVA models, and the existent literature also rarely mentions this problem. In this article, we propose an easy-to-use method to testing the normality assumption in ANOVA models by using smooth tests. The test statistic we propose has asymptotic chi-square distribution and our tests are always consistent in various different types of ANOVA models. Discussion about how to choose the dimension of the smooth model (the number of the basis functions) are also included in this article. Several simulation experiments show the superiority of our method.

Date: 2021-10
New Economics Papers: this item is included in nep-cwa
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2110.04849 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2110.04849

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().