In general, the coefficient estimates of linear models are carried out using ordinary least squares (OLS) method. Since analysis variance is also a model, coefficients can be estimated least-squares this study, in two-way were performed by Cholesky decomposition. The purpose decomposition finding make variables used model being orthogonal such that important easily identified. sum (row, column,...

Given k independent samples of functional data the problem of testing the null hypothesis of equality of their respective mean functions is considered. So the setting is quite similar to that of the classical one-way anova model but the k samples under study consist of functional data. A simple natural test for this problem is proposed. It can be seen as an asymptotic version of the well-known ...

Here x is a numeric vector of data values and y is an optional numeric vector of data values. If y is excluded, the function performs a one-sample t-test on the data contained in x, if it is included it performs a two-sample t-tests using both x and y. The option mu provides a number indicating the true value of the mean (or difference in means if you are performing a two sample test) under the...

This paper aims at constructing stepwise test procedures based on the Bonferroni{ Holm principle for a multi{way ANOVA. Especially for the two{way ANOVA it is shown, that the procedures keep the multiple level. These theoretical results are supplemented by a simulation study to compare the multiple procedures regarding two power concepts and to learn about which of the introduced procedures is ...