Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/77106 
Year of Publication: 
2000
Series/Report no.: 
Technical Report No. 2000,13
Publisher: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
Abstract: 
In this paper we derive asymptotic x 2 - tests for general linear hypotheses on variance components using repeated variance components models. In two examples, the two-way nested classification model and the two-way crossed classification model with interaction, we explicitly investigate the properties of the asymptotic tests in small sample sizes.
Subjects: 
Wald and likelihood ratio test statistic
repeated variance components model
linear hypotheses on variance components
Document Type: 
Working Paper

Files in This Item:
File
Size
232.65 kB
239.03 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.