Variance Component Testing in Multilevel Models

Johannes Berkhof and Tom A. B. Snijders

Journal of Educational and Behavioral Statistics, 2001, vol. 26, issue 2, 133-152

Abstract: Available variance component tests are reviewed and three new score tests are presented. In the first score test, the asymptotic normal distribution of the test statistic is used as a reference distribution. In the other two score tests, a Satterthwaite approximation is used for the null distribution of the test statistic. We evaluate the performance of the score tests and other available tests by means of a Monte Carlo study. The new tests are computationally relatively cheap and have good power properties.

Keywords: multilevel models; variance components; random coefficients; score tests; Monte Carlo study (search for similar items in EconPapers)
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:sae:jedbes:v:26:y:2001:i:2:p:133-152

DOI: 10.3102/10769986026002133

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