On exact inference in linear models with two variance-covariance components

DOI10.2478/V10127-012-0017-9MaRDI QIDQ2913242zbMATH OpenOpenAlexFDO

Authors Júlia Volaufová, Viktor Witkovský

Publication date 26 September 2012

Published in Tatra Mountains Mathematical Publications (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.2478/v10127-012-0017-9

zbMATH Keywords

exact testvariance componentslikelihood ratio testlinear mixed model

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

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Cites work

• scientific article; zbMATH DE number 4052834 (Why is no real title available?)
• scientific article; zbMATH DE number 1077338 (Why is no real title available?)
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• Invariant quadratic unbiased estimation for two variance components
• Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
• Maximum-likelihood estimation for the mixed analysis of variance model
• Mixed-Effects Models in S and S-PLUS
• Random-Effects Models for Longitudinal Data
• Variance Components Testing in the Longitudinal Mixed Effects Model

Cited in

(3)

• scientific article; zbMATH DE number 1779494 (Why is no real title available?)
• Likelihood inference for small variance components
• Comparison of approximate tests of fixed effects in linear repeated measures design models with covariates

Describes a project that uses

Uses Software

• S-PLUS
• MEMSS

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