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WALD TYPE TESTS WITH THE WRONG DISPERSION MATRIXRajapaksha, Kosman Watte Gedara Dimuthu Hansana 01 September 2021 (has links)
A Wald type test with the wrong dispersion matrix is used when the dispersion matrix is not a consistent estimator of the asymptotic covariance matrixof the test statistic. One class of such tests occurs when there are k groups and it is assumed that the population covariance matrices from the k groups are equal, but the common covariance matrix assumption does not hold. The pooled t test, one way AVOVA F test, and one way MANOVA F test are examples of this class. Two bootstrap confidence regions are modified to obtain large sample Wald type tests with the wrong dispersion matrix.
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