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

Joachim Hartung and Guido Knapp

No 1998,44, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

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 (search for similar items in EconPapers)
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:sfb475:199844

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