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Wald-type statistics using {2}-inverses for hypothesis testing in general factorial designs

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  • Smaga, Łukasz

Abstract

The use of {2}-inverses in Wald-type statistic for hypothesis testing in general factorial designs is investigated. In terms of size control and power, the proposed tests are comparable with existing tests for symmetric distributions of errors and better for skewed ones.

Suggested Citation

  • Smaga, Łukasz, 2015. "Wald-type statistics using {2}-inverses for hypothesis testing in general factorial designs," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 215-220.
    • Handle: RePEc:eee:stapro:v:107:y:2015:i:c:p:215-220
    DOI: 10.1016/j.spl.2015.08.024
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    References listed on IDEAS

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    1. Andrews, Donald W. K., 1987. "Asymptotic Results for Generalized Wald Tests," Econometric Theory, Cambridge University Press, vol. 3(3), pages 348-358, June.
    2. Markus Pauly & Edgar Brunner & Frank Konietschke, 2015. "Asymptotic permutation tests in general factorial designs," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(2), pages 461-473, March.
    3. Konietschke, Frank & Bathke, Arne C. & Harrar, Solomon W. & Pauly, Markus, 2015. "Parametric and nonparametric bootstrap methods for general MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 291-301.
    4. Janssen, Arnold, 1997. "Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem," Statistics & Probability Letters, Elsevier, vol. 36(1), pages 9-21, November.
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