首页 | 本学科首页   官方微博 | 高级检索  
     


Testing Hypotheses for Variance Components in Mixed Linear Models
Authors:Andrzej Michalski  Roman Zmyślony
Affiliation:Agricultural University, Wroc?aw and Technical University , Zielona Góra
Abstract:In the paper the problem of testing hypotheses for variance components in mixed linear models is considered. It is assumed that covariance matrices commute after using the usual invariance procedure with respect to the group of translations. The test for vanishing of single variance component is based on the locally best quadratic unbiased estimator of this component and rejects hypothesis if the ratio of positive and negative part of this estimator is sufficiently large. The power of this test with powers of other four tests for two-way classification models corresponding to block design is compared.
Keywords:AMS subject classifications  62F03  62J10
相似文献(共20条):
[1]、The Use of Permutation Tests for Variance Components in Linear Mixed Models[J].统计学通讯:理论与方法
[2]、Maria Luisa Menéndez,Julio Angel Pardo.Phi-Divergence Statistics for Testing Linear Hypotheses in Logistic Regression Models[J].统计学通讯:理论与方法,2013,42(4):494-507.
[3]、ZAIXING LI,LIXING ZHU.On Variance Components in Semiparametric Mixed Models for Longitudinal Data[J].Scandinavian Journal of Statistics,2010,37(3):442-457.
[4]、Hervé Cardot,Frédéric Ferraty,ré Mas,Pascal Sarda.Testing Hypotheses in the Functional Linear Model[J].Scandinavian Journal of Statistics,2003,30(1):241-255.
[5]、康萌萌.基于广义线性混合模型的经验费率厘定[J].统计与信息论坛,2009,24(7):51-56.
[6]、R.B., Arellano-Valle,V.H., Lachos.Bayesian Inference for Skew-normal Linear Mixed Models[J].Journal of applied statistics,2007,34(6):663-682.
[7]、Ha ID,Lee Y.Multilevel Mixed Linear Models for Survival Data[J].Lifetime data analysis,2005,11(1):131-142.
[8]、Ping Wu,Yun Fang.Estimating Moments in Linear Mixed Models[J].统计学通讯:理论与方法,2013,42(16):2582-2594.
[9]、Inference for Variance Components in a Mixed Model for Unbalanced Split Plot Design[J].统计学通讯:理论与方法
[10]、Daniel Li.A Semiparametric Estimation Approach for Linear Mixed Models[J].统计学通讯:理论与方法,2013,42(11):1982-1997.
[11]、Yali Fan,Guoyou Qin.Robust Variable Selection in Linear Mixed Models[J].统计学通讯:理论与方法,2014,43(21):4566-4581.
[12]、Peixin Zhao,Liugen Xue.Empirical Likelihood for Nonparametric Components in Additive Partially Linear Models[J].统计学通讯:模拟与计算,2013,42(9):1935-1947.
[13]、Jun Wang.Model Selection for Linear Mixed Models Using Predictive Criteria[J].统计学通讯:模拟与计算,2013,42(4):788-801.
[14]、Ha ID,Lee Y,Song JK.Hierarchical-Likelihood Approach for Mixed Linear Models with Censored Data[J].Lifetime data analysis,2002,8(2):163-176.
[15]、Testing Normality for Linear AR( p ) Models[J].统计学通讯:理论与方法
[16]、Sanzhi Shi.Comparison of Nonparametric Components in Two Partially Linear Models[J].统计学通讯:理论与方法,2013,42(10):1799-1816.
[17]、JO EIDSVIK,SARA MARTINO, HÅVARD RUE.Approximate Bayesian Inference in Spatial Generalized Linear Mixed Models[J].Scandinavian Journal of Statistics,2009,36(1):1-22.
[18]、谢远涛,王稳,谭英平,杨娟.广义线性混合模型框架下的信度模型分析[J].统计与信息论坛,2012,27(10):3-8.
[19]、Power and Sample Size for Fixed-Effects Inference in Reversible Linear Mixed Models[J].The American statistician
[20]、RASMUS WAAGEPETERSEN.A Simulation-based Goodness-of-fit Test for Random Effects in Generalized Linear Mixed Models[J].Scandinavian Journal of Statistics,2006,33(4):721-731.
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号