GENERALIZED CONFIDENCE REGIONS OF FIXED EFFECTS IN THE TWO-WAY ANOVA

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The authors discuss the unbalanced two-way ANOVA model under heteroscedasticity. By taking the generalized approach, the authors derive the generalized p-values for testing the equality of fixed effects and the generalized confidence regions for these effects. The authors also provide their frequentist properties in large-sample cases. Simulation studies show that the generalized confidence regions have good coverage probabilities.
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