𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Parametric bootstrap methods for bias correction in linear mixed models

✍ Scribed by Tatsuya Kubokawa; Bui Nagashima


Book ID
113726722
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
315 KB
Volume
106
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Bootstrap tests for variance components
✍ Sanjoy K. Sinha πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 French βš– 141 KB πŸ‘ 3 views

## 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