Abstract
We derive an exact F-test for random effects in the nested-error regression model. The derivation utilizes a matrix decomposition that offers a transformation of the response vector into two independent subvectors. When the random effects are absent, the test statistic reduces to a ratio of two independent residual sums of squares that are computed by fitting a regression model using each subvector. A small simulation study compares the power of the F-test with various recent tests and shows that the proposed test has a competitive performance under small as well as large number of clusters.
Original language | English |
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Pages (from-to) | 1670-1676 |
Number of pages | 7 |
Journal | Communications in Statistics: Simulation and Computation |
Volume | 47 |
Issue number | 6 |
DOIs | |
Publication status | Published - Jul 3 2018 |
Externally published | Yes |
Keywords
- Eigen-decomposition
- Exact test
- Nested errors
ASJC Scopus subject areas
- Statistics and Probability
- Modelling and Simulation