On testing random effects in the nested-error regression model

DOI10.1080/03610918.2017.1322698OpenAlexW2611173277MaRDI QIDQ5084945

Yahia S. El-Horbaty

Publication date: 29 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1322698

zbMATH Keywords

exact testeigen-decompositionnested errors

Mathematics Subject Classification ID

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

Related Items (2)

Testing the absence of random effects in the nested-error regression model using orthogonal transformations ⋮ A note on covariance decomposition in linear models with nested-error structure: new and alternative derivations of the \(F\)-test

Cites Work

• Permutation Tests for Random Effects in Linear Mixed Models
• Random-Effects Models for Longitudinal Data
• New important developments in small area estimation
• A new test for random effects in linear mixed models with longitudinal data
• Size and power of tests for a zero random effect variance or polynomial regression in additive and linear mixed models
• Applying Wald's variance component test
• A simple test for random effects in regression models
• Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
• Variance Components Testing in the Longitudinal Mixed Effects Model
• Model Selection by Testing for the Presence of Small-Area Effects, and Application to Area-Level Data

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