On exact tests of linear hypothesis in linear models with nested error structure

DOI10.1016/S0378-3758(02)00215-XzbMATH Open1127.62380OpenAlexW2020701344MaRDI QIDQ698012FDOQ698012

Songgui Wang, Wen-Qing Ma

Publication date: 18 September 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00215-x

Recommendations

• On testing linear hypothesis in a nested error regression model
• Exact tests of variance components in nested error component regression model
• Hypothesis testing in unbalanced two-fold nested random models
• SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
• Test of variance components of linear mixed models

zbMATH Keywords

Singular linear modelSplit-plot designTwo-stage sampling

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test
• Title not available (Why is that?)
• Combining independent chi squared or F tests
• On the power of \(F\) tests under regression models with nested error structure
• Exact Tests That Recover Interblock Information in Balanced Incomplete Blocks Designs
• Generalized Least Squares F Test in Regression Analysis with Two-Stage Cluster Samples
• The Effect of Two-Stage Sampling on the F Statistic
• Combining Independent Tests in Linear Models

Cited In (6)

• How the sampling variances affect the linear predictor of the Fay-Herriot model
• A parametric bootstrap approach for two-way error component regression models
• 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
• Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent
• Approximately normal tests for equal predictive accuracy in nested models

This page was built for publication: On exact tests of linear hypothesis in linear models with nested error structure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q698012)