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

来源：

STATISTICS | 2000年 / 35卷 / 01期

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

页码：23 / 44

页数：22

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