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An exact permutation method for testing any effect in balanced and unbalanced fixed effect ANOVA

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  • Kherad-Pajouh, Sara
  • Renaud, Olivier

Abstract

The ANOVA method and permutation tests, two heritages of Fisher, have been extensively studied. Several permutation strategies have been proposed by others to obtain a distribution-free test for factors in a fixed effect ANOVA (i.e., single error term ANOVA). The resulting tests are either approximate or exact. However, there exists no universal exact permutation test which can be applied to an arbitrary design to test a desired factor. An exact permutation strategy applicable to fixed effect analysis of variance is presented. The proposed method can be used to test any factor, even in the presence of higher-order interactions. In addition, the method has the advantage of being applicable in unbalanced designs (all-cell-filled), which is a very common situation in practice, and it is the first method with this capability. Simulation studies show that the proposed method has an actual level which stays remarkably close to the nominal level, and its power is always competitive. This is the case even with very small datasets, strongly unbalanced designs and non-Gaussian errors. No other competitor show such an enviable behavior.

Suggested Citation

  • Kherad-Pajouh, Sara & Renaud, Olivier, 2010. "An exact permutation method for testing any effect in balanced and unbalanced fixed effect ANOVA," Computational Statistics & Data Analysis, Elsevier, vol. 54(7), pages 1881-1893, July.
    • Handle: RePEc:eee:csdana:v:54:y:2010:i:7:p:1881-1893
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    References listed on IDEAS

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    1. David, Herbert A., 2008. "The Beginnings of Randomization Tests," The American Statistician, American Statistical Association, vol. 62, pages 70-72, February.
    2. Freedman, David & Lane, David, 1983. "A Nonstochastic Interpretation of Reported Significance Levels," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(4), pages 292-298, October.
    3. Brombin, Chiara & Salmaso, Luigi, 2009. "Multi-aspect permutation tests in shape analysis with small sample size," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 3921-3931, October.
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    1. Sonja Hahn & Luigi Salmaso, 2017. "A comparison of different synchronized permutation approaches to testing effects in two-level two-factor unbalanced ANOVA designs," Statistical Papers, Springer, vol. 58(1), pages 123-146, March.
    2. Sara Kherad-Pajouh & Olivier Renaud, 2015. "A general permutation approach for analyzing repeated measures ANOVA and mixed-model designs," Statistical Papers, Springer, vol. 56(4), pages 947-967, November.
    3. Finos, Livio, 2011. "A note on Left-Spherically Distributed test with covariates," Statistics & Probability Letters, Elsevier, vol. 81(6), pages 639-641, June.
    4. Ferraccioli, Federico & Sangalli, Laura M. & Finos, Livio, 2022. "Some first inferential tools for spatial regression with differential regularization," Journal of Multivariate Analysis, Elsevier, vol. 189(C).

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