On the equivalence between the LRT and F-test for testing variance components in a class of linear mixed models (Q2036299)

By the knowledge of the authors, only for the special case of balanced one-way random effects ANOVA, it has been established that the generalized likelihood ratio test (LRT) and Wald's test are largely equivalent in testing the variance component. The authors examine the results for a much broader class of linear mixed models. They establish the exact conditions: when the two tests are equivalent and prove that when they are not equivalent.