JSM 2004 - Toronto

Abstract #302002

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Activity Number: 341
Type: Contributed
Date/Time: Wednesday, August 11, 2004 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #302002
Title: Analysis of Heteroscedastic Multifactor Designs with Large Number of Factor Levels
Author(s): Haiyan Wang*+ and Michael G. Akritas
Companies: Pennsylvania State University and Pennsylvania State University
Address: 200 N. Danielle Dr., APT 328, Pleasant Gap, PA, 16823,
Keywords: rank tests ; unbalanced designs ; nonparametric hypotheses ; asymptotic theory of quadratic forms ; projection method
Abstract:

Testing methods for ANOVA designs where some of the factors have a large number of levels have received a lot of attention recently. Most attention, however, has been restricted to procedures using the original observations, either in the balanced homoscedastic case or with no more than two factors. We consider possibly unbalanced and heteroscedastic multifactor designs. Such procedures require strong moment assumptions and are sensitive to outliers. Thus we also develop (mid-)rank procedures for the same general setting. The main asymptotic tools are the asymptotic rank transform and Hajek's projection method. Simulation results show that the present rank statistics outperform those based on the original observations, in terms of both Type I and Type II error rates. A real dataset from a microarray experiment is analyzed.


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