To test variance homogeneity,various likelihood-ratio based tests such as the Bartlett's test have been proposed.The null distributions of these tests were generally derived asymptotically or approximately.We re-e...To test variance homogeneity,various likelihood-ratio based tests such as the Bartlett's test have been proposed.The null distributions of these tests were generally derived asymptotically or approximately.We re-examine the restrictive maximum likelihood ratio(RELR)statistic,and sug-gest a Monte Carlo algorithm to compute its exact null distribution,and so its p-value.It is much easier to implement than most existing methods.Simulation studies indicate that the proposed procedure is also superior to its competitors in terms of type I error and powers.We analyse an environmental dataset for an illustration.展开更多
基金The research of Li was supported by Grant 11871294 from National Natural Science Foundation of ChinaLiang’s research was partially supported by NSF grant DMS-1620898.
文摘To test variance homogeneity,various likelihood-ratio based tests such as the Bartlett's test have been proposed.The null distributions of these tests were generally derived asymptotically or approximately.We re-examine the restrictive maximum likelihood ratio(RELR)statistic,and sug-gest a Monte Carlo algorithm to compute its exact null distribution,and so its p-value.It is much easier to implement than most existing methods.Simulation studies indicate that the proposed procedure is also superior to its competitors in terms of type I error and powers.We analyse an environmental dataset for an illustration.
