Abstract #300865

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2003 Program page
JSM 2003 Abstract #300865
Activity Number: 63
Type: Contributed
Date/Time: Sunday, August 3, 2003 : 4:00 PM to 5:50 PM
Sponsor: Section on Statistical Computing
Abstract - #300865
Title: Comparison of Some Tests in the One-Way ANOVA with Unequal Error Variances
Author(s): Aref N. Dajani*+ and Thomas Mathew
Companies: U.S. Census Bureau and University of Maryland, Baltimore County
Address: 6101 Sebring Dr., Columbia, MD, 21044-3923,
Keywords: analysis of variance ; heteroscedasticity ; fixed effects ; random effects ; exact tests ; Monte Carlo simulation
Abstract:

For testing the equality of several treatment effects in a one-way fixed effects model, or for testing the significance of the treatment variance component in a one-way random effects model, the usual F test is appropriate when error variances are assumed to be equal. When this assumption is violated, the F test may not be appropriate. Many alternative tests have been suggested in the literature. When applied to actual data, the different tests can yield drastically different p values and opposing conclusions. This brings up the issue of which test should be chosen for practical use. To address this, the different tests are compared in terms of their Type I error probability and power, estimated by Monte Carlo simulation. It turns out that there are scenarios where many of the tests have Type I error probabilities far greater than the nominal level. Based on the numerical results, recommendations are made on the choice of the test for practical use. The results are applied to the 1997 Economic Census and the 2000 Decentennial Census of Population and Housing.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2003 program

JSM 2003 For information, contact meetings@amstat.org or phone (703) 684-1221. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2003