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.
| Identifer | oai:union.ndltd.org:siu.edu/oai:opensiuc.lib.siu.edu:dissertations-2953 |
| Date | 01 September 2021 |
| Creators | Rajapaksha, Kosman Watte Gedara Dimuthu Hansana |
| Publisher | OpenSIUC |
| Source Sets | Southern Illinois University Carbondale |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | Dissertations |
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