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

DOI10.1016/S0378-3758(02)00215-XMaRDI QIDQ698012zbMATHOpenAlexFDO

Authors Wen-Qing Ma, Songgui Wang

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

zbMATH Keywords

Singular linear modelSplit-plot designTwo-stage sampling

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 805005 (Why is no real title available?)
• scientific article; zbMATH DE number 837912 (Why is no real title available?)
• scientific article; zbMATH DE number 933464 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• Combining Independent Tests in Linear Models
• Combining independent chi squared or F tests
• Exact Tests That Recover Interblock Information in Balanced Incomplete Blocks Designs
• Generalized Least Squares F Test in Regression Analysis with Two-Stage Cluster Samples
• On the power of \(F\) tests under regression models with nested error structure
• Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test
• The Effect of Two-Stage Sampling on the F Statistic

Cited in

(7)

• How the sampling variances affect the linear predictor of the Fay-Herriot 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
• A parametric bootstrap approach for two-way error component regression models
• Exact tests of variance components in nested error component regression model
• Approximately normal tests for equal predictive accuracy in nested models
• On testing linear hypothesis in a nested error regression model

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