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On Analysis of Covariance Under Heteroscedasticity and Robustness with Respect to Departure from Normality
Author(s) -
Tan W. Y.
Publication year - 1987
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/bimj.4710290102
Subject(s) - heteroscedasticity , normality , covariance , econometrics , monte carlo method , mathematics , statistics , robustness (evolution) , biochemistry , chemistry , gene
In this paper we consider a covariance model under heteroscedastic variances and propose a procedure for testing treatment effects. A simultaneous procedure for comparing the treatment effects is also developed. Some Monte Carlo studies indicate that the effects of departure from normality may not be very serious although some effects do exist due to high level of heteroscedasticity.