Abstract
Two-factor fixed-effect unbalanced nested design model without the assumption of equal error variance is considered. Using the generalized definition ofp-values, exact tests under heteroscedasticity are derived for testing “main effects” of both factors. These generalizedF-tests can be utilized in significance testing or in fixed level testing under the Neyman-Pearson theory. Two examples are given to illustrate the proposed test and to demonstrate its advantages over the classicalF-test. Extensions of the procedure for three-factor nested designs are briefly discussed.
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