Comparison of the generalized least squares F-test for the nested error regression model
From MaRDI portal
Publication:5741920
Recommendations
- Comparison of the estimators of the intra-cluster correlation for the nested error regression model
- On testing linear hypothesis in a nested error regression model
- Exact tests of variance components in nested error component regression model
- Estimation of regression models with nested error structure and unequal error variances under two and three stage cluster sampling
- A new alternative to the standard \(F\) test for clustered data
Cited in
(5)- Comparison of the estimators of the intra-cluster correlation for the nested error regression model
- Testing the absence of random effects in the nested-error regression model using orthogonal transformations
- The asymptotic validity of the F-test in a two-stage least squares model
- On testing linear hypothesis in a nested error regression model
- scientific article; zbMATH DE number 3874464 (Why is no real title available?)
This page was built for publication: Comparison of the generalized least squares \(F\)-test for the nested error regression model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5741920)