The limiting distribution of the F-statistic from nonnormal universes

Date

2006-12-01

Author

Gueven, Bilgehan

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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.

Subject Keywords

Statistics, Probability and Uncertainty, Statistics and Probability

URI

https://hdl.handle.net/11511/63551

Journal

STATISTICS

DOI

https://doi.org/10.1080/02331880601012843

Collections

Department of Statistics, Article

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Citation Formats

B. Gueven, “The limiting distribution of the F-statistic from nonnormal universes,” STATISTICS, pp. 545–557, 2006, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/63551.