Asymptotically Robust Tests in Unbalanced Variance Component Models
نویسندگان
چکیده
منابع مشابه
Exact and Asymptotically Robust Permutation Tests
Given independent samples from P and Q, two-sample permutation tests allow one to construct exact level tests when the null hypothesis is P = Q. On the other hand, when comparing or testing particular parameters θ of P and Q, such as their means or medians, permutation tests need not be level α, or even approximately level α in large samples. Under very weak assumptions for comparing estimators...
متن کاملF. Variance Component Models
2. In the context of a balanced one-way random effect model where the εij’s are N = nk i.i.d. N(0, σ), εij − εi. and εi′. − ε.. are independent for all choices of i, j, and i′. Proof: It suffices to show that cov(εij − εi., εi′.− ε..) = 0 for all i, i′, and j due to normality. case 1 : i = i′. cov(εij − εi., εi. − ε..) = cov(εij, εi.) − cov(εij, ε..) − cov(εi., εi.) + cov(εi., ε..) = σ/n− σ/nk ...
متن کاملLikelihood ratio tests in linear mixed models with one variance component
We consider the problem of testing null hypotheses that include restrictions on the variance component in a linear mixed model with one variance component. We derive the finite sample and asymptotic distribution of the likelihood ratio test (LRT) and the restricted likelihood ratio test (RLRT). The spectral representations of the LRT and RLRT statistics are used as the basis of an efficient sim...
متن کاملSIMEX variance component tests in generalized linear mixed measurement error models.
In the analysis of clustered data with covariates measured with error, a problem of common interest is to test for correlation within clusters and heterogeneity across clusters. We examined this problem in the framework of generalized linear mixed measurement error models. We propose using the simulation extrapolation (SIMEX) method to construct a score test for the null hypothesis that all var...
متن کاملLocally asymptotically optimal tests for nonlinear time-series models
Based on the local asymptotic normality (LAN) of the log-likelihood ratio statistic, we proposed some distribution-free tests for examining simultaneously hypotheses about the conditional mean and the conditional variance functions in time series models. Our results are established under stationarity and ergodicity conditions with unspecified "innovation" densities under the null hypothesis as ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1975
ISSN: 0090-5364
DOI: 10.1214/aos/1176343244