U-tests for variance components in linear mixed models
From MaRDI portal
Recommendations
- Test of variance components of linear mixed models
- Likelihood ratio tests for variance components in linear mixed models
- Improved \(U\)-tests for variance components in one-way random effects models
- Generalized \(p\) value tests for variance components in a class of linear mixed models
- The use of permutation tests for variance components in linear mixed models
Cites work
- scientific article; zbMATH DE number 3551731 (Why is no real title available?)
- scientific article; zbMATH DE number 1130407 (Why is no real title available?)
- A Score Test Against One-Sided Alternatives
- A longitudinal data analysis interpretation of credibility models
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- Asymptotic behavior of MINQUE-type estimators of variance components
- Consistent Estimators in Generalized Linear Mixed Models
- Contiguity and irreconcilable nonstandard asymptotics of statistical tests
- Decomposability of high-dimensional diversity measures: quasi-\(U\)-statistics, martingales and nonstandard asymptotics
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Efficient estimation of general linear mixed effects models
- Generalization of likelihood ratio tests under nonstandard conditions
- Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
- Likelihood ratio tests for variance components in linear mixed models
- Mixed Models
- Much Ado About Nothing: the Mixed Models Controversy Revisited
- Order-restricted score tests for homogeneity in generalized linear and nonlinear mixed models
- The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data
- The use of score tests for inference on variance components
- Variance Components Testing in the Longitudinal Mixed Effects Model
- Variance component testing in generalised linear models with random effects
- Variance component testing in semiparametric mixed models
Cited in
(13)- Test of variance components of linear mixed models
- Canonical forms and tests of hypotheses: Part I: The general univariate mixed model
- Inference of nonlinear mixed models for clustered data under moment conditions
- Improved \(U\)-tests for variance components in one-way random effects models
- Testing the absence of random effects in the nested-error regression model using orthogonal transformations
- Linear Score Tests for Variance Components in Linear Mixed Models and Applications to Genetic Association Studies
- A monotone frequentist measure of evidence for testing variance components in linear mixed models
- Unit gamma regression models for correlated bounded data
- Testing random effects in linear mixed models: another look at the F-test (with discussion)
- On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models
- On locally optimal invariant unbiased tests for the variance components ratio in mixed linear models
- A residual-based test for variance components in linear mixed models
- Inference for mixed models of ANOVA type with high-dimensional data
This page was built for publication: \(U\)-tests for variance components in linear mixed models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q384757)
