Generalized p value tests for variance components in a class of linear mixed models

Liwen Xu (), Hongxia Guo and Shenghua Yu
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Liwen Xu: North China University of Technology
Hongxia Guo: North China University of Technology
Shenghua Yu: Hunan University

Statistical Papers, 2018, vol. 59, issue 2, No 8, 604 pages

Abstract: Abstract The problems of testing hypotheses on variance components in linear mixed effects models have been addressed by various workers, although existing methodology is still restricted to a narrow range of models. To overcome this difficulty we develop new general p value tests in general settings. The p values are motivated by a useful matrix inequality. It is shown that the proposed test is invariant under the group of location-scale transformations. Numerical results show that the test can control the Type I errors satisfactorily, and it also exhibits good power properties. Most importantly, the new methods are simple and easy to apply.

Keywords: Composite hypothesis; Mixed effects models; Random effects; 62F03; 62J10 (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s00362-016-0778-3

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