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Testing equality of variances in the analysis of repeated measurements

Author

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  • W. C. M. Kallenberg
  • G. S. Mudholkar
  • P. Subbaiah

Abstract

The problem of comparing the precisions of two instruments using repeated measurements can be cast as an extension of the Pitman‐Morgan problem of testing equality of variances of a bivariate normal distribution. Hawkins (1981) decomposes the hypothesis of equal variances in this model into two subhypotheses for which simple tests exist. For the overall hypothesis he proposes to combine the tests of the subhypotheses using Fisher's method and empirically compares the component tests and their combination with the likelihood ratio test. In this paper an attempt is made to resolve some discrepancies and puzzling conclusions in Hawkins's study and to propose simple modifications. The new tests are compared to the tests discussed by Hawkins and to each other both in terms of the finite sample power (estimated by Monte Carlo simulation) and theoretically in terms of asymptotic relative efficiencies.

Suggested Citation

  • W. C. M. Kallenberg & G. S. Mudholkar & P. Subbaiah, 1993. "Testing equality of variances in the analysis of repeated measurements," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 47(3), pages 199-219, September.
    • Handle: RePEc:bla:stanee:v:47:y:1993:i:3:p:199-219
    DOI: 10.1111/j.1467-9574.1993.tb01417.x
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