標題: Sample size determinations for Welch's test in one-way heteroscedastic ANOVA
作者: Jan, Show-Li
Shieh, Gwowen
交大名義發表
管理科學系
National Chiao Tung University
Department of Management Science
公開日期: 1-二月-2014
摘要: For one-way fixed effects ANOVA, it is well known that the conventional F test of the equality of means is not robust to unequal variances, and numerous methods have been proposed for dealing with heteroscedasticity. On the basis of extensive empirical evidence of Type I error control and power performance, Welch's procedure is frequently recommended as the major alternative to the ANOVA F test under variance heterogeneity. To enhance its practical usefulness, this paper considers an important aspect of Welch's method in determining the sample size necessary to achieve a given power. Simulation studies are conducted to compare two approximate power functions of Welch's test for their accuracy in sample size calculations over a wide variety of model configurations with heteroscedastic structures. The numerical investigations show that Levy's (1978a) approach is clearly more accurate than the formula of Luh and Guo (2011) for the range of model specifications considered here. Accordingly, computer programs are provided to implement the technique recommended by Levy for power calculation and sample size determination within the context of the one-way heteroscedastic ANOVA model.
URI: http://dx.doi.org/10.1111/bmsp.12006
http://hdl.handle.net/11536/23830
ISSN: 0007-1102
DOI: 10.1111/bmsp.12006
期刊: BRITISH JOURNAL OF MATHEMATICAL & STATISTICAL PSYCHOLOGY
Volume: 67
Issue: 1
起始頁: 72
結束頁: 93
顯示於類別:期刊論文


文件中的檔案:

  1. 000330727700004.pdf