Testing the absence of random effects in the nested-error regression model using orthogonal transformations

DOI10.1080/03610918.2019.1700278MaRDI QIDQ5083016zbMATH OpenOpenAlexWikidataFDO

Authors Yahia S. El-Horbaty

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1700278

zbMATH Keywords

exchangeabilitypermutation testvariance componentsexact testsorthogonal transformationscluster correlated data

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3551731 (Why is no real title available?)
• scientific article; zbMATH DE number 1255541 (Why is no real title available?)
• scientific article; zbMATH DE number 2115411 (Why is no real title available?)
• A Note on Permutation Tests for Variance Components in Multilevel Generalized Linear Mixed Models
• A simple test for random effects in regression models
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
• Model selection by testing for the presence of small-area effects, and application to area-level data
• New important developments in small area estimation
• On testing random effects in the nested-error regression model
• Permutation tests for random effects in linear mixed models
• Random-Effects Models for Longitudinal Data
• Size and power of tests for a zero random effect variance or polynomial regression in additive and linear mixed models
• Testing for additivity in non-parametric regression
• The use of permutation tests for variance components in linear mixed models
• Transformations which preserve exchangeability and application to permutation tests
• \(U\)-tests for variance components in linear mixed models

Cited in

(2)

• Orthogonality tests with de-trended data: interpreting Monte-Carlo results using Nagar expansions
• A note on covariance decomposition in linear models with nested-error structure: new and alternative derivations of the \(F\)-test

Describes a project that uses

Uses Software

• AS 155
• R

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