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An Extended ANOVA F‐Test with Applications to the Heterogeneity Problem in Meta‐Analysis
Author(s) -
Hartung Joachim,
Makambi Kepher Henry,
Argaç Dog̃an
Publication year - 2001
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/1521-4036(200105)43:2<135::aid-bimj135>3.0.co;2-h
Subject(s) - homoscedasticity , heteroscedasticity , analysis of variance , meta analysis , mixed design analysis of variance , mathematics , statistics , random effects model , variance (accounting) , one way analysis of variance , econometrics , statistical hypothesis testing , test (biology) , repeated measures design , omnibus test , medicine , paleontology , biology , accounting , business
The classical F‐test in the one‐way random effects ANOVA model is extended to solve the long outstanding problem of testing the between‐group variance on values also different from zero. This is done first for homoscedastic and heteroscedastic cases in not necessarily balanced models and secondly for balanced homoscedastic models. By simulation, the tests are shown to attain acceptable significance levels and high power even in data that do not follow the usual ANOVA model. An important application of the tests is given by the heterogeneity questions concerning the treatment effects across studies in meta‐analysis.