 A mixed model for complete three or higher-way layout with two random effects factorsBilgehan Güven Journal of Multivariate Analysis, 2015, vol. 139, issue C, 45-55 Abstract: The classical F-test for testing the hypothesis of no fixed main effects in a mixed model is valid under normality, variance homogeneity and symmetry assumption. We consider a mixed model in which one fixed and two random main effects are crossed. A new test procedure for testing the hypothesis of no fixed main effects is developed under violations of normality, variance homogeneity and symmetry assumptions. The asymptotic distribution of the proposed test statistic is studied under the condition that the numbers of levels of two main random effects are large. The asymptotic distribution of the test statistic is the chi-square distribution. The theory presented in this article is applicable for complete four or higher-way layout with two random factors. Keywords: Mixed effects design; Symmetry assumption; Central limit theorem; Nonnegative quadratic variance component estimator (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:139:y:2015:i:c:p:45-55 Ordering information: This journal article can be ordered from DOI: 10.1016/j.jmva.2015.02.018 Access Statistics for this article Journal of Multivariate Analysis is currently edited by de Leeuw, J. More articles in Journal of Multivariate Analysis from Elsevier |
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