Robustness and Power of Tests for a Null Variance Ratio
在单向随机效应模型中，针对零方差比提出一种局部最优检验，该检验在非正态数据下具有正确的渐近显著性水平，且比Wald检验更有效。
A locally optimal test for a null variance ratio is considered in the context of the one-way random effects model, when normality is assumed. Using an asymptotic design sequence with an increasing number of groups with bounded but unequal sizes, this test has the correct asymptotic level of significance for nonnormal data, a property which is not shared by the competing Wald test. Asymptotic power calculations demonstrate that the locally optimal test may be more powerful than the Wald test even in situations where the actual significance level of the Wald test overstates the nominal level.