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

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Date

1998

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Universitätsbibliothek Dortmund

Abstract

In this paper we derive asymptotic x^2 -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.

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Keywords

linear hypotheses on variance components, repeated variance components model, Wald- and likelihood ratio test statistic

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