A Booststrap Adaptive Test for Two‐way Analysis of Variance

We propose a method to construct adaptive tests based on a bootstrap technique. The procedure leads to a nearly exact adaptive test depending on the size of the sample. With the use of the estimated Pitman's relative efficacy as selector statistic, we show that the adaptive test has a power that is asymptotically equal to the power of it's better component. We apply the idea to construct an adaptive test for two‐way analysis of variance model. Finally, we use simulations to observe the behaviour of the method for small sample sizes.