On the performance of the exact F-test in linear mixed models involving multiple variance components
(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
. "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
(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
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 2, Volume 62, Issue 2, December 2018, Page 18-32  XML PDF (501.82 K)
Document Type: Original Article
DOI: 10.21608/esju.2018.314388
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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
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