## 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
On Testing Variance Components in Unbalanced Mixed Linear Model
β Scribed by Lydia Sirkova; Viktor Witkovsky
- Book ID
- 110323667
- Publisher
- Springer-Verlag
- Year
- 2001
- Tongue
- English
- Weight
- 233 KB
- Volume
- 46
- Category
- Article
- ISSN
- 0862-7940
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract The analysisβofβvariance tests for hypotheses on random effects in regular linear models are considered. Conditions are given for these tests to be uniformly most powerful unbiased or uniformly most powerful invariant unbiased. An example shows that the difference between these conditio
In mixed linear models with two variance components, classes of estimators improving on ANOVA estimators for the variance components and the ratio of variances are constructed on the basis of the invariant statistics. Out of the classes, consistent, improved and positive estimators are singled out.