(2018). On the performance of the exact F-test in linear mixed models involving multiple variance components. The Egyptian Statistical Journal, 62(2), 18-32. doi: 10.21608/esju.2018.314388
. "On the performance of the exact F-test in linear mixed models involving multiple variance components". The Egyptian Statistical Journal, 62, 2, 2018, 18-32. doi: 10.21608/esju.2018.314388
(2018). 'On the performance of the exact F-test in linear mixed models involving multiple variance components', The Egyptian Statistical Journal, 62(2), pp. 18-32. doi: 10.21608/esju.2018.314388
On the performance of the exact F-test in linear mixed models involving multiple variance components. The Egyptian Statistical Journal, 2018; 62(2): 18-32. doi: 10.21608/esju.2018.314388
On the performance of the exact F-test in linear mixed models involving multiple variance components
Testing zero variance component in linear mixed models can be performed using an exact F-test. The test statistic is derived using a decomposition that is valid regardless of the unknown covariance structure of the random effects. The decomposition splits the log-likelihood function into two functions that repersent the between and within cluster variability in a traditional analysis of variance problem. Results from numerical simulatin studies reveal that F-test has a competing power compared to distribution free permutation tests. An application to real set is provided.
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