Asymptotic normality;
F-test;
robustness of the approximate F-test;
random effects;
D O I:
10.31801/cfsuasmas.467319
中图分类号:
O1 [数学];
学科分类号:
0701 ;
070101 ;
摘要:
The approximate test for testing the significance of the random effect is presented in the unbalanced one-way random model in which both random effects and errors are from nonnormal universes. The test is based on the asymptotic distribution of the F-ratio. Under the condition that the number of groups tends to infinity while the average of powers of the group sizes is bounded, the asymptotic distribution of the F statistic is obtained. Robustness of the proposed test is given.
机构:
Hangzhou Dianzi Univ, Coll Econ, Hangzhou 310018, Zhejiang, Peoples R ChinaHangzhou Dianzi Univ, Coll Econ, Hangzhou 310018, Zhejiang, Peoples R China
Ye, Ren-Dao
Ma, Tie-Feng
论文数: 0引用数: 0
h-index: 0
机构:
Southwestern Univ Finance & Econ, Stat Coll, Chengdu 610074, Sichuan, Peoples R ChinaHangzhou Dianzi Univ, Coll Econ, Hangzhou 310018, Zhejiang, Peoples R China
Ma, Tie-Feng
Luo, Kun
论文数: 0引用数: 0
h-index: 0
机构:
Hangzhou Normal Univ, Alibaba Business Coll, Hangzhou 310036, Zhejiang, Peoples R ChinaHangzhou Dianzi Univ, Coll Econ, Hangzhou 310018, Zhejiang, Peoples R China