On the equivalence between the LRT and F-test for testing variance components in a class of linear mixed models
type: Item
instance of: scholarly article
title: On the equivalence between the LRT and F-test for testing variance components in a class of linear mixed models
zbMATH Open document ID: 1473.62070
author: Fares Qeadan
author: Ronald Christensen
published in: Metrika
publication date: 2021-06-28T00:00:00Z
review text: By the knowledge of the authors, only for the special case of balanced one-way random effects ANOVA, it has been established that the generalized likelihood ratio test (LRT) and Wald's test are largely equivalent in testing the variance component. The authors examine the results for a much broader class of linear mixed models. They establish the exact conditions: when the two tests are equivalent and prove that when they are not equivalent.
reviewed by: Rózsa Horváth-Bokor
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 7364107
zbMATH Keywords: F-test
zbMATH Keywords: likelihood ratio test (LRT)
zbMATH Keywords: generalized split-plot
zbMATH Keywords: variance component
zbMATH Keywords: random effect
zbMATH Keywords: mixed model
MaRDI profile type: Publication
full work available at URL: s00184-020-00777-z
OpenAlex ID: W3032641865
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DOI: 10.1007/S00184-020-00777-Z
description: scientific article; zbMATH DE number 7364107