Efficient tests for mean structure in random effects models
A multivariate one-way classification model with random effects is defined by \[ y_{ij}=\mu+ b_i+e_{ij},\quad i=1,\dots,n,\;j=1, \dots, k, \] where \(y_{ij}\) is a \(p\)-component vector of the \(j\) th repeated observation of the \(i\) th individual, \(\mu\) is a total mean, \(b_i\) is a random effect of the \(i\) th individual, \(e_{ij}\) is a noise. Assume that \(b_i\)'s and \(e_{ij}\)'s are mutually independent and have \(p\)-variate normal distributions with mean vector 0 and covariance matrices \(\Gamma\) and \(\Sigma\), respectively. The problem is to test the linear hypothesis \(H:C\mu=0\) against all alternatives, where \(C\) is a known design matrix. It is shown that a simplified test based on the sample mean \(\sum^k_{j=1} y_{ij}/k\) has uniformly higher power than Wald-type tests and likelihood ratio tests. The methods are applied to other related models including a random coefficient growth curve model.
- Testing for random effects in analysis of covariance model
- Wilks test rule for multivariate repeated survey models in equilibrium designs and multiple-way classifications
- A power comparison of three tests for design effects in a random effects covariance model
- A simulation comparison of approximate tests for fixed effects in random coefficients growth curve models
- A multivariate one-way classification model with random effects
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