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Generalized confidence regions of fixed effects in the two-way ANOVA*

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Abstract

The authors discuss the unbalanced two-way ANOVA model under heteroscedasticity. By taking the generalized approach, the authors derive the generalized p-values for testing the equality of fixed effects and the generalized confidence regions for these effects. The authors also provide their frequentist properties in large-sample cases. Simulation studies show that the generalized confidence regions have good coverage probabilities.

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Correspondence to Weiyan MU.

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*This research is supported by the National Natural Science Foundation of China under Grant Nos. 10771126 and 10771015.

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MU, W., XIONG, S. & XU, X. Generalized confidence regions of fixed effects in the two-way ANOVA*. J Syst Sci Complex 21, 276–282 (2008). https://doi.org/10.1007/s11424-008-9111-0

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  • DOI: https://doi.org/10.1007/s11424-008-9111-0

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