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

In this paper we derive asymptotic x2-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.

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Year of publication:	1998
Authors:	Hartung, Joachim ; Knapp, Guido
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	Wald and likelihood ratio test statistic \| repeated variance components model \| linear hypotheses on variance components

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Series:	Technical Report ; 1998,44
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	81089811X [GVK] hdl:10419/77318 [Handle] RePEc:zbw:sfb475:199844 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010316661