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Optimal testing in a three way anova model
Authors:J. C. W. Rayner  D. J. Best  G. F. Liddell
Affiliation:1. Department of Mathematics and Statistics , University of Otago , Dunedin, New Zealand;2. CSIRO IAPP Biometries Unit , North Ryde, NSW, 2113, AustraliaP.O. Box 52
Abstract:
We consider likelihood ratio, score and Wald tests for a three-way random effects ANOVA model. Competitor tests are compared using criteria such as small sample power, asymptotic relative efficiency, and convenient null distribution. The final choice is between a new test and two tests long used in practice.
Keywords:likelihood ratio test  Pitman's asymptotic relative efficiency  power  score test  Wald test
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