On the LBI criterion for the multivariate one-way random effects model under non-normality

Author: Harrar Solomon  

Publisher: Taylor & Francis Ltd

ISSN: 0233-1888

Source: Statistics, Vol.39, Iss.5, 2005-10, pp. : 405-414

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Abstract

The asymptotic null distribution of the locally best invariant (LBI) test criterion for testing the random effect in the one-way multivariable analysis of variance model is derived under normality and non-normality. The error of the approximation is characterized as O(1/ n ). The non-null asymptotic distribution is also discussed. In addition to providing a way of obtaining percentage points and p -values, the results of this paper are useful in assessing the robustness of the LBI criterion. Numerical results are presented to illustrate the accuracy of the approximation.