Restricted one way analysis of variance using the empirical likelihood ratio test

被引：5

作者：

Yu, Wen ^{[2
]}

El Barmi, Hammou ^{[1
]}

Ying, Zhiliang ^{[3
]}

机构：

[1] CUNY Bernard M Baruch Coll, Dept Stat & Comp Informat Syst, New York, NY 10010 USA

[2] Fudan Univ, Sch Management, Dept Stat, Shanghai 200433, Peoples R China

[3] Columbia Univ, Dept Stat, New York, NY 10027 USA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2011年 / 102卷 / 03期

基金：

中国国家自然科学基金; 美国国家科学基金会;

关键词：

One way analysis of variance; Isotonic regression; Empirical likelihood ratio test; Chi-bar squared distribution; INEQUALITY CONSTRAINTS; ESTIMATING EQUATIONS; MODELS;

D O I：

10.1016/j.jmva.2010.11.006

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Empirical likelihood (EL) ratio tests are developed for testing for or against the hypothesis that k-population means mu(1), mu(2), ... mu(k) are isotonic with respect to some quasi-order <= on 1, 2, ... , k). The null asymptotic distributions are derived and are shown to be of chi-bar squared type. The asymptotic power of the proposed test for testing for equality of these means against the order restriction is derived under contiguous alternatives and a simulation study is carried out to investigate the finite sample behaviors of this test. In addition, an adjusted EL test is used to improve the small size performance of our test and an example is also discussed to illustrate the theoretical results. (C) 2010 Elsevier Inc. All rights reserved.

引用

页码：629 / 640

页数：12

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