Please use this identifier to cite or link to this item:
Hartung, Joachim
Knapp, Guido
Year of Publication: 
Series/Report no.: 
Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1998,44
In this paper we derive asymptotic x2-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.
Wald and likelihood ratio test statistic
repeated variance components model
linear hypotheses on variance components
Document Type: 
Working Paper

Files in This Item:
502.45 kB

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