U-tests for variance components in linear mixed models
DOI10.1007/S11749-013-0316-8zbMATH Open1283.62096OpenAlexW2016225459WikidataQ57588056 ScholiaQ57588056MaRDI QIDQ384757FDOQ384757
Authors: Juvêncio Santos Nobre, Julio M. Singer, Pranab K. Sen 
Publication date: 28 November 2013
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-013-0316-8
Recommendations
- Test of variance components of linear mixed models
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- The use of permutation tests for variance components in linear mixed models
Exact distribution theory in statistics (62E15) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)
Cites Work
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- Variance component testing in generalised linear models with random effects
- Mixed Models
- The use of score tests for inference on variance components
- Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
- A Score Test Against One-Sided Alternatives
- Variance Components Testing in the Longitudinal Mixed Effects Model
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Likelihood ratio tests for variance components in linear mixed models
- The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data
- Title not available (Why is that?)
- Generalization of likelihood ratio tests under nonstandard conditions
- Decomposability of high-dimensional diversity measures: quasi-\(U\)-statistics, martingales and nonstandard asymptotics
- Asymptotic behavior of MINQUE-type estimators of variance components
- A longitudinal data analysis interpretation of credibility models
- Efficient estimation of general linear mixed effects models
- Variance component testing in semiparametric mixed models
- Order-restricted score tests for homogeneity in generalized linear and nonlinear mixed models
- Much Ado About Nothing: the Mixed Models Controversy Revisited
- Title not available (Why is that?)
- Consistent Estimators in Generalized Linear Mixed Models
- Contiguity and irreconcilable nonstandard asymptotics of statistical tests
Cited In (12)
- Unit gamma regression models for correlated bounded data
- A residual-based test for variance components in linear mixed models
- Canonical forms and tests of hypotheses: Part I: The general univariate mixed model
- Testing the absence of random effects in the nested-error regression model using orthogonal transformations
- Testing random effects in linear mixed models: another look at the F‐test (with discussion)
- On locally optimal invariant unbiased tests for the variance components ratio in mixed linear models
- Inference for mixed models of ANOVA type with high-dimensional data
- Test of variance components of linear mixed models
- Improved \(U\)-tests for variance components in one-way random effects models
- On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models
- Inference of nonlinear mixed models for clustered data under moment conditions
- Linear Score Tests for Variance Components in Linear Mixed Models and Applications to Genetic Association Studies
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