The power of weighted and ordinary least squares with estimated unequal variances in experimental design
作者:
J.P.C. Kleijnen,
P. Cremers,
F. Van Belle,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1985)
卷期:
Volume 14,
issue 1
页码: 85-102
ISSN:0361-0918
年代: 1985
DOI:10.1080/03610918508812428
出版商: Marcel Dekker, Inc.
关键词: Student t test;bian;nRandahd emu4
数据来源: Taylor
摘要:
Response variances, var(yi), are estimated using replications for each experimental condition. The resulting estimated variances can be used to derive the correct variances of the Ordinary A 2 Least Squares (OLS) estimators β. The estimates si can also be used to compute the Estimated Weighted Least Squares (EWLS) estimators β*. The asymptotic covariance formula for EWLS might be utilized to test the EWLS estimators. The type I and type I1 errors of this test procedure are compared to the corresponding A errors for the OLS estimators β.
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