On the Effects of Departure from Normality on the F-Ratios in a Nested Random Effect Model by Mixture of Normals

✍ Scribed by Prof. Dr. W. Y. Tan; S. P. Wong

• Publisher: John Wiley and Sons
• Year: 1979
• Tongue: English
• Weight: 458 KB
• Volume: 21
• Category: Article
• ISSN: 0323-3847
• DOI: 10.1002/bimj.4710210302

✦ Synopsis

Abstract

In this paper we consider the following nested random effect model
magnified image
where the α~i~'s, the β~ij~'s and the e~ijk~ are independent random variables. By assuming that these variables follow a mixture of two normal densities, we study the effects of departure from normality on the classical JT‐tests for variance components. It is shown that the departure from normality has little effects on the type 1 error and the power function; this indicates that the classical F‐tests are quite robust with respect to departure from normality.