Optimal testing in a three way anova model

Abstract

We consider likelihood ratio, score and Wald tests for a three-way random effects ANOVA model. Competitor tests are compared using criteria such as small sample power, asymptotic relative efficiency, and convenient null distribution. The final choice is between a new test and two tests long used in practice.

Keywords:

• likelihood ratio test
• Pitman's asymptotic relative efficiency
• power
• score test
• Wald test