Analysis of repeated measures under unequal variances
Problem of making inferences on a widely used repeated measures model is considered without the assumption of equal error variances. By taking the generalized approach to making statistical inference, we derive necessary formulae to compute exact generalized p-values for testing the equality of treatment effects, occasion effects, and their interactions. We also provide formulae for making inferences about the variance components of the model. Advantage of the generalized p-values over the classical F-test is demonstrated by means of an example.
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Volume (Year): 98 (2007)
Issue (Month): 3 (March)
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- Weerahandi, Samaradasa, 1987. "Testing Regression Equality with Unequal Variances," Econometrica, Econometric Society, vol. 55(5), pages 1211-15, September.
- Thursby, Jerry G., 1992. "A comparison of several exact and approximate tests for structural shift under heteroscedasticity," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 363-386.
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