Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, II. Effects of Inequality of Variance and of Correlation Between Errors in the Two-Way Classification

作者: G. E. P. Box

DOI: 10.1214/AOMS/1177728717

关键词: MathematicsOne-way analysis of varianceStatisticsAnalysis of varianceAutocorrelationBinary quadratic formLaw of total varianceVariance (accounting)Variance decomposition of forecast errorsVariance-based sensitivity analysis

摘要: Theorems already enunciated in a previous paper on quadratic forms are used to determine the effects of inequality variance and first order serial correlation errors two-way classification analysis variance. It is found that when appropriate null hypothesis true, from column results an increased chance exceeding significance point for test homogeneity means, decreased corresponding row means. For moderate differences neither effect large. First within rows produces large "between rows" comparisons, but little columns" comparisons.

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