Sequential Tests for Variance Ratios and Components of Variance

The use of score tests for inference on variance components.

Whenever inference for variance components is required, the choice between one-sided and two-sided tests is crucial. This choice is usually driven by whether or not negative variance components are permitted. For two-sided tests, classical inferential procedures can be followed, based on likelihood ratios, score statistics, or Wald statistics. For one-sided tests, however, one-sided test statis...

Variance Components

Variance Components

U-tests for variance components in linear mixed models

We propose U -statistics-based tests for null variance components in linear mixed models. We obtain their asymptotic distribution (for increasing number of units) under mild regularity conditions that include only the existence of the second moment for the distribution of the random effects and of the fourth moment for the distribution of the conditional errors. We also derive their nonnull dis...

Tests for Variance Components in Varying Coefficient Mixed Models

We consider a general class of varying coefficient mixed models where random effects are introduced to account for between-subject variation. To address the question of whether a varying coefficient mixed model can be reduced to a simpler varying coefficient model, we develop one-sided tests for the null hypothesis that all the variance components are zero. In addition to the purely null-based ...