The limiting distribution of the F-statistic from nonnormal universes
Author:
Bilgehan G
ven - Email: guvenb@metu.edu.tra
ven - Email: guvenb@metu.edu.tra
| Affiliation: | a Statistics Department, Middle East Technical University, Ankara, Turkey |
DOI:
10.1080/02331880601012843
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
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Abstract
We consider a linear regression model with an unbalanced 1-fold nested error structure, where group effect and error are from nonnormal universes. The limiting distribution of the F-statistic in this model is derived, as the sample size is large and group sizes take values from a finite set of distinct integers. The result is used to approximate the F-distribution quantile and to test the significance of the random effect variance component. Results are also applicable to the F-statistic in the one-way random-effects model. The effects of departure from normality on the F-statistic distribution are given.
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| Keywords: 1-fold nested-error model; Asymptotic normality; F-statistic; Idempotent matrix |
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