On testing random effects in the nested-error regression model
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Publication:5084945
DOI10.1080/03610918.2017.1322698OpenAlexW2611173277MaRDI QIDQ5084945FDOQ5084945
Authors: Yahia S. El-Horbaty 
Publication date: 29 June 2022
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2017.1322698
Cites Work
- Random-Effects Models for Longitudinal Data
- Permutation tests for random effects in linear mixed models
- Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
- Variance Components Testing in the Longitudinal Mixed Effects Model
- New important developments in small area estimation
- A simple test for random effects in regression models
- Applying Wald's variance component test
- Model Selection by Testing for the Presence of Small-Area Effects, and Application to Area-Level Data
- Size and power of tests for a zero random effect variance or polynomial regression in additive and linear mixed models
- A new test for random effects in linear mixed models with longitudinal data
Cited In (8)
- Title not available (Why is that?)
- A Statistical Test for Nested Radial Dea Models
- Title not available (Why is that?)
- Error Normality Testing in a Model of Two‐Way Nested Classification
- Exact tests of variance components in nested error component regression model
- Testing the absence of random effects in the nested-error regression model using orthogonal transformations
- Testing for Effects on Variance in Experiments with Factorial Treatment Structure and Nested Errors
- A note on covariance decomposition in linear models with nested-error structure: new and alternative derivations of the \(F\)-test
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