Generalized confidence regions of fixed effects in the two-way ANOVA*

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. *This research is supported by the National Natural Science Foundation of China under Grant Nos. 10771126 and 10771015.