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Experimental design with short-tailed and long-tailed symmetric error distributions

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2004
Yilmaz, Yıldız Elif
One-way and two-way classification models in experimental design for both balanced and unbalanced cases are considered when the errors have Generalized Secant Hyperbolic distribution. Efficient and robust estimators for main and interaction effects are obtained by using the modified maximum likelihood estimation (MML) technique. The test statistics analogous to the normal-theory F statistics are defined to test main and interaction effects and a test statistic for testing linear contrasts is defined. It is shown that test statistics based on MML estimators are efficient and robust. The methodogy obtained is also generalized to situations where the error distributions from block to block are non-identical.