Testing for group effect in a 2 x k heteroscedastic ANOVA model

It is natural to want to relax the assumption of homoscedasticity and Gaussian error in ANOVA models. For a two-way ANOVA model with 2 x k cells, one can derive tests of main effect for the factor with two levels (referred to as group) without assuming homoscedasticity or Gaussian error. Empirical likelihood can be used to derive testing procedures. An approximate empirical likelihood ratio test (AELRT) is derived for the test of group main effect. To approximate the distributions of the test statistics under the null hypothesis, simulation from the approximate empirical maximum likelihood estimate (AEMLE) restricted by the null hypothesis is used. The homoscedastic ANOVA F -test and a Box-type approximation to the distribution of the heteroscedastic ANOVA F -test are compared to the AELRT in level and power. The AELRT procedure is shown by simulation to have appropriate type I error control (although possibly conservative) when the distribution of the test statistics are approximated by simulation from the constrained AEMLE. The methodology is motivated and illustrated by an analysis of folate levels in the blood among two alcohol intake groups while accounting for gender.