Testing a null variance ratio in mixed models with zero degrees of freedom for error

DOI10.1016/J.CSDA.2003.09.011MaRDI QIDQ956977zbMATHOpenAlexFDO

Authors Mohamed Y. El-Bassiouni, Husni A. Charif

Publication date 26 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2003.09.011

zbMATH Keywords

variance componentslocally most powerful testsanimal modelsmost powerful invariant testspoint optimal testsrandom walk regression coefficients

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 3945113 (Why is no real title available?)
• scientific article; zbMATH DE number 3297739 (Why is no real title available?)
• A Simple Method for Computing the Inverse of a Numerator Relationship Matrix Used in Prediction of Breeding Values
• AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• An Exact Test for the Presence of Random Walk Coefficients in a Linear Regression Model
• An efficient computing strategy for prediction in mixed linear models
• Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
• Bayesian and profile likelihood change point methods for modeling cognitive function over time
• Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model
• Computing the distribution of quadratic forms in normal variables
• Exact Confidence Intervals for a Variance Ratio (or Heritability) in a Mixed Linear Model
• Invariant quadratic unbiased estimation for two variance components
• Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model
• Power comparisons for invariant variance ratio tests in mixed ANOVA models
• Robust tests for spherical symmetry and their application to least squares regression

Cited in

(2)

• Power comparisons for invariant variance ratio tests in mixed ANOVA models
• Testing a covariance matrix structure in a mixed model with no empty cells

Describes a project that uses

Uses Software

• AS 155

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