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On a theorem of graybill |
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| Authors: | Mohamed Y. El Bassiouni |
| Affiliation: | Institute Of Statistical Studies Research Cairo University , Cairo, Egypt |
| Abstract: | Graybill (1976) gives a theorem for testing variance components in balanced random models. Unfortunately, the theorem does not hold true. We pin down the reason that causes the theorem to fail and give a correct version of it. |
| Keywords: | balanced random models F tests likelihood ratio tests restricted likelihood variance components |