Pages that link to "Item:Q5434933"

The following pages link to A Note on Permutation Tests for Variance Components in Multilevel Generalized Linear Mixed Models (Q5434933):

Displaying 16 items.

• Permutation Tests for Random Effects in Linear Mixed Models (Q101989) (← links)
• Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models (Q113495) (← links)
• Inference in semi-parametric spline mixed models for longitudinal data (Q904902) (← links)
• Covariance components selection in high-dimensional growth curve model with random coefficients (Q2018598) (← links)
• A note on covariance decomposition in linear models with nested-error structure: new and alternative derivations of the \(F\)-test (Q2096402) (← links)
• Confidence regions near singular information and boundary points with applications to mixed models (Q2148999) (← links)
• Testing for the Presence of a Cure Fraction in Clustered Interval-Censored Survival Data (Q2802839) (← links)
• The Use of Permutation Tests for Variance Components in Linear Mixed Models (Q3167839) (← links)
• Hypothesis testing in unbalanced two-fold nested random models (Q3178200) (← links)
• The effect of number of clusters and cluster size on statistical power and Type I error rates when testing random effects variance components in multilevel linear and logistic regression models (Q4960751) (← links)
• Testing the absence of random effects in the nested-error regression model using orthogonal transformations (Q5083016) (← links)
• Testing variance components in balanced linear growth curve models (Q5126969) (← links)
• The permutation testing approach: a review (Q5148506) (← links)
• Bootstrap tests for variance components in generalized linear mixed models (Q5192948) (← links)
• Testing random effects in linear mixed models: another look at the F‐test (with discussion) (Q5234445) (← links)
• A Monte Carlo permutation procedure for testing variance components using robust estimation methods (Q6494443) (← links)