On testing variance components in ANOVA models

In this paper we derive asymptotic x 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.

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Year of publication:	2000
Authors:	Hartung, Joachim ; Knapp, Guido
Institutions:	Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
Subject:	Wald and likelihood ratio test statistic \| repeated variance components model \| linear hypotheses on variance components

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Extent:	application/pdf
Series:	Technical Reports.
Type of publication:	Book / Working Paper
Notes:	Number 2000,13
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010955417