## 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
β¦ LIBER β¦
Testing for linearity in Markov switching models: a bootstrap approach
β Scribed by Silvestro Di Sanzo
- Publisher
- Springer
- Year
- 2007
- Tongue
- English
- Weight
- 187 KB
- Volume
- 18
- Category
- Article
- ISSN
- 1613-981X
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