On the power of \(F\) tests under regression models with nested error structure

DOI10.1006/jmva.1995.1034zbMath0877.62019OpenAlexW2077104658MaRDI QIDQ1893361

J. N. K. Rao, Song-Gui Wang

Publication date: 14 December 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1995.1034

zbMATH Keywords

noncentrality parameteradjusted \(F\) testgeneralized least squares \(F\) test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (5)

On exact tests of linear hypothesis in linear models with nested error structure ⋮ On Testing Linear Hypothesis in a Nested Error Regression Model ⋮ A parametric bootstrap approach for two-way error component regression models ⋮ The multivariate linear model with multivariate \(t\) and intra-class covariance structure ⋮ Small sample properties of the power function of \(F\) tests in two-way error component regression.

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