Testing the absence of random effects in the nested-error regression model using orthogonal transformations
Author:
Affiliation:
1. Department of Mathematics, Insurance and Applied Statistics, Helwan University, Greater Cairo, Egypt
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2019.1700278
Reference19 articles.
1. Transformations which preserve exchangeability and application to permutation tests
2. Likelihood ratio tests in linear mixed models with one variance component
3. Model Selection by Testing for the Presence of Small-Area Effects, and Application to Area-Level Data
4. Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. A Monte Carlo permutation procedure for testing variance components in generalized linear regression models;Computational Statistics;2023-08-30
2. A note on covariance decomposition in linear models with nested-error structure: new and alternative derivations of the F-test;Journal of Statistical Theory and Practice;2022-10-07
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