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.
机构:
China Univ Min & Technol, Dept Math, Beijing 100083, Peoples R ChinaChina Univ Min & Technol, Dept Math, Beijing 100083, Peoples R China
Li, Zaixing
Wang, Yuedong
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机构:
Univ Calif Santa Barbara, Dept Stat & Appl Probabil, Coll Letters & Sci, Santa Barbara, CA 93106 USAChina Univ Min & Technol, Dept Math, Beijing 100083, Peoples R China
Wang, Yuedong
Wu, Ping
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机构:
E China Normal Univ, Coll Life Sci, Shanghai 200062, Peoples R ChinaChina Univ Min & Technol, Dept Math, Beijing 100083, Peoples R China
Wu, Ping
Xu, Wangli
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机构:
Renmin Univ China, Sch Stat, Beijing 100072, Peoples R ChinaChina Univ Min & Technol, Dept Math, Beijing 100083, Peoples R China
Xu, Wangli
Zhu, Lixing
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机构:
Hong Kong Baptist Univ, Dept Math, Kowloon Tong, Hong Kong, Peoples R ChinaChina Univ Min & Technol, Dept Math, Beijing 100083, Peoples R China