On exact inference in linear models with two variance-covariance components (Q2913242)
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scientific article; zbMATH DE number 6086815
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| English | On exact inference in linear models with two variance-covariance components |
scientific article; zbMATH DE number 6086815 |
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On exact inference in linear models with two variance-covariance components (English)
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26 September 2012
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linear mixed model
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variance components
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likelihood ratio test
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exact test
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0.9042213
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0.90255725
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0.8995091
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0.89627576
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0.8959048
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In a simple longitudinal linear model with two variance-covariance components are compared via simulations the characteristics of the exact likelihood ratio test and characteristics of some (asymptotic) approximations of this test. Comparisons are made for small sample size settings. The asymptotic \(\chi ^2\) approximation seems to be quite adequate.
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