A note on testing the nullity of the between group variance in the one-way random effects model under variance heterogeneity

In an unbalanced and heteroscedastic one-way random effects model, we compare, by way of simulation, several test statistics for testing the null hypothesis that the variance of the random effects, also named the between group variance, is zero. These tests are the classical F-test, the test propose...

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Bibliographic Details
Published inJournal of applied statistics Vol. 28; no. 2; pp. 215 - 222
Main Authors Argaç, Do[gtilde]an, Makambi, Kepher H., Hartung, Joachim
Format Journal Article
LanguageEnglish
Published Abingdon Taylor & Francis Group 01.02.2001
Taylor and Francis Journals
Taylor & Francis Ltd
SeriesJournal of Applied Statistics
Subjects
Simulation
Statistical methods
Variance analysis
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Summary:In an unbalanced and heteroscedastic one-way random effects model, we compare, by way of simulation, several test statistics for testing the null hypothesis that the variance of the random effects, also named the between group variance, is zero. These tests are the classical F-test, the test proposed by Jeyaratnam & Othman, the Welch test, and a modified version of Welch's test.
ISSN:0266-4763
1360-0532
DOI:10.1080/02664760020016118