Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type

Abstract

In this paper we derive asymptotic X²-tests for general linear hypotheses on variance components using repeated variance components models. In two examples, the two-way nested classification model and the two-way crossed classification model with interaction, we explicitly investigate the properties of the asymptotic tests in small sample sizes.

Keywords:

• Wald- and likelihood ratio test statistic
• Repeated variance components model
• Linear hypotheses on variance components

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Notes

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