## 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 chiβsquare distributions of the score statistic for testing const
Bootstrap Variance and Bias Estimation in Linear Models
β Scribed by Jun Shao
- Book ID
- 115056623
- Publisher
- John Wiley and Sons
- Year
- 1988
- Tongue
- French
- Weight
- 590 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0319-5724
- DOI
- 10.2307/3314934
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