The Power Of Weighted And Ordinary Least Squares With Estimated Unequal Variances In Experimental Design

Abstract

Response variances, var(y), are estimated using replications for each experimental condition. The resulting estimated variances 2 s can be used to derive the correct variances of the Ordinary 1 ~ 2 Least Squares (OLS) estimators 0. The estimates s can also be i used to compute the Estimated Weighted Least Squares (EWLS) esti-va mators 3 • The asymptotic covariance formula for EWLS might be utilized to test the EWLS estimators. The type I and type II errors of this test procedure are compared to the corresponding errors for the OLS estimators 3. © 1985, Taylor & Francis Group, LLC. All rights reserved.