Robustness and power of tests for a null variance ratio

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Abstract

A locally optimal test for a null variance ratio is considered in the context of the one-way random effects model, when normality is assumed. Using an asymptotic design sequence with an increasing number of groups with bounded but unequal sizes, this test has the correct asymptotic level of significance for nonnormal data, a property which is not shared by the competing Wald test. Asymptotic power calculations demonstrate that the locally optimal test may be more powerful than the Wald test even in situations where the actual significance level of the Wald test overstates the nominal level.

Original languageEnglish
Pages (from-to)207-214
Number of pages8
JournalBiometrika
Volume75
Issue number2
DOIs
StatePublished - Jun 1988

Keywords

  • Asymptotic normality
  • Invariance
  • Pitman alternative
  • Random effects
  • Unbalanced design

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