Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type

被引:1
|
作者
Hartung, J [1 ]
Knapp, G [1 ]
机构
[1] Univ Dortmund, Fachbereich Stat, D-44221 Dortmund, Germany
关键词
Wald- and likelihood ratio test statistic; repeated variance components model; linear hypotheses on variance components;
D O I
10.1080/02331880108802723
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper we derive asymptotic chi (2)-tests for general linear hypotheses on variance components using repeated variance components models. In two examples, the two-way nested classification model and the two-way crossed classification model with interaction, we explicitly investigate the properties of the asymptotic tests in small sample sizes.
引用
收藏
页码:23 / 44
页数:22
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