Testing for and against an order restriction in mixed-effects models

Mixed-effects models are considered for situations in which it is believed a priori that the ordering of the fixed effects is known. An analogue to the usual F-test for homogeneity of the fixed effects is presented and its use is illustrated by a numerical example. A test of the order restriction on the fixed effect as the null hypothesis is developed for situations in which the ordering assumption is in question.

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Year of publication:	1990
Authors:	Singh, Bahadur ; Wright, F. T.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 9.1990, 2, p. 195-200
Publisher:	Elsevier
Keywords:	Analysis of variance Bartholomew's tests for order restrictions simple and simple tree orderings trends in fixed effects

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074558