A monotone frequentist measure of evidence for testing variance components in linear mixed models
DOI10.1016/J.JSPI.2021.11.002zbMATH Open1484.62093OpenAlexW3216294252MaRDI QIDQ2123254FDOQ2123254
Authors: Alexandre G. Patriota, Jônatas de Oliveira Alves 
Publication date: 8 April 2022
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2021.11.002
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Cites Work
- Mixed-Effects Models in S and S-PLUS
- Random-Effects Models for Longitudinal Data
- Likelihood ratio tests and singularities
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- Mixed Models
- On the Distribution of the Likelihood Ratio
- On the asymptotics of constrained \(M\)-estimation
- Likelihood ratio tests for variance components in linear mixed models
- Generalization of likelihood ratio tests under nonstandard conditions
- A note on influence diagnostics in nonlinear mixed-effects elliptical models
- A classical measure of evidence for general null hypotheses
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