研究情報
論文「Homogeneity tests for one-way models with dependent errors under correlated groups」が国際誌 TEST に受理されました．
DOI: 10.1007/s11749-022-00828-9
Homogeneity tests for one-way models with dependent errors under correlated groups – TEST
We consider the problem of testing for the existence of fixed effects and random effects in one-way models, where the groups are correlated and the disturbances are dependent. The classical F-statistic in the analysis of variance is not asymptotically distribution-free in this setting. To overcome t…