Testing linear forms of variance components by generalized fixed-level tests

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Date

1998

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Universitätsbibliothek Dortmund

Abstract

This report extends the technique of testing single variance components with generalized fixed-level tests - in situations when nuisance parameters make exact testing impossible - to the more general way of testing hypotheses on linear forms of variance components. An extension of the definition of a generalized test variable leads to a generalized fixed-level test for arbitrary linear hypotheses on variance components in balanced mixed linear models of the ANOVA-type. For point null hypotheses an alternative for the known method is given, which ist straightforward in contrast to the classic form. An example (2-way nested classification with random effects) illustrates the way how to use the results and simulation studies are carried out to prove the quality of the presented methods.

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Keywords

approximate testing, generalized fixed-level test, linear hypotheses, mixed linear models, nuisance parameters, variance components

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