Heteroscedastic One-Way ANOVA and Lack-of-Fit Tests
异方差单因素方差分析与失拟检验
Recent articles have considered the asymptotic behavior of the one-way analysis of variance (ANOVA) F statistic when the number of levels or groups is large. In these articles, the results were obtained under the assumption of homoscedasticity and for the case when the sample or group sizes ni remain fixed as the number of groups, a, tends to infinity. In this article, we study both weighted and unweighted test statistics in the heteroscedastic case. The unweighted statistic…