On testing random effects in the nested-error regression model

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)

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 languageEnglish
Pages (from-to)1670-1676
Number of pages7
JournalCommunications in Statistics: Simulation and Computation
Volume47
Issue number6
DOIs
Publication statusPublished - Jul 3 2018
Externally publishedYes

Keywords

  • Eigen-decomposition
  • Exact test
  • Nested errors

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation

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