On the Performance of the Exact F-test in Linear Mixed Models Involving Multiple Variance Components
S. El-Horbaty, Y. (2018). On the Performance of the Exact F-test in Linear Mixed Models Involving Multiple Variance Components. EKB Journal Management System, 62(2), 18-32. doi: 10.21608/esju.2018.314388
Yahia S. El-Horbaty. "On the Performance of the Exact F-test in Linear Mixed Models Involving Multiple Variance Components". EKB Journal Management System, 62, 2, 2018, 18-32. doi: 10.21608/esju.2018.314388
S. El-Horbaty, Y. (2018). 'On the Performance of the Exact F-test in Linear Mixed Models Involving Multiple Variance Components', EKB Journal Management System, 62(2), pp. 18-32. doi: 10.21608/esju.2018.314388
S. El-Horbaty, Y. On the Performance of the Exact F-test in Linear Mixed Models Involving Multiple Variance Components. EKB Journal Management System, 2018; 62(2): 18-32. doi: 10.21608/esju.2018.314388

On the Performance of the Exact F-test in Linear Mixed Models Involving Multiple Variance Components

The Egyptian Statistical Journal
Article 6, Volume 62, Issue 2, December 2018, Pages 18-32    PDF (501.82 K)
Document Type: Original Article
DOI: 10.21608/esju.2018.314388
Author
Yahia S. El-Horbaty*
Department of Mathematics, Insurance, and Applied Statistics, Helwan University, Egypt
Abstract
Testing zero variance component in linear mixed models can be performed using an exact F-test. The test statistic is derived using a decomposition that is valid regardless of the unknown covariance structure of the random effects. The  decomposition splits the log-likelihood function into two functions that repersent the between and within cluster variability in a traditional analysis  of variance problem. Results from numerical simulatin studies reveal that F-test has a competing power compared to distribution free permutation tests. An application to real set is provided.
Keywords
Random effects; Exact test; Model selection; Log-likelihood function
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