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

DOI10.1016/J.CSDA.2003.09.011zbMATH Open1429.62287OpenAlexW2080176579MaRDI QIDQ956977FDOQ956977

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

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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)

Cites Work

• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Computing the distribution of quadratic forms in normal variables
• Exact Confidence Intervals for a Variance Ratio (or Heritability) in a Mixed Linear Model
• Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model
• Title not available (Why is that?)
• Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
• Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model
• Robust tests for spherical symmetry and their application to least squares regression
• Title not available (Why is that?)
• Invariant quadratic unbiased estimation for two variance components
• AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL
• A Simple Method for Computing the Inverse of a Numerator Relationship Matrix Used in Prediction of Breeding Values
• An efficient computing strategy for prediction in mixed linear models
• Power comparisons for invariant variance ratio tests in mixed ANOVA models
• An Exact Test for the Presence of Random Walk Coefficients in a Linear Regression Model
• Bayesian and profile likelihood change point methods for modeling cognitive function over time

Cited In (2)

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

Uses Software

• AS 155

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