All Times ET
Keywords: ANOVA, bootstrap, MANOVA, regularized covariance matrix estimator.
A Wald type test with the wrong dispersion matrix is used when the dispersion matrix is not a consistent estimator of the asymptotic covariance matrix of the test statistic. One class of such tests occurs when there are g groups and it is assumed that the population covariance matrices from the g groups are equal, but the common covariance matrix assumption does not hold. The pooled t-test, one-way AVOVA F test, and one-way MANOVA F test are examples of this class. Two bootstrap confidence regions are modified to obtain large sample Wald type tests with the wrong dispersion matrix.