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Bartlett's Test Applied to Variance Component Models

✍ Scribed by Jesper Madsen; René Tabanera

Book ID: 108536238
Publisher: John Wiley and Sons
Year: 2003
Tongue: English
Weight: 126 KB
Volume: 30
Category: Article
ISSN: 0303-6898
DOI: 10.1111/1467-9469.00352

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## Abstract In many applications of generalized linear mixed models to clustered correlated or longitudinal data, often we are interested in testing whether a random effects variance component is zero. The usual asymptotic mixture of chi‐square distributions of the score statistic for testing const