On Some Tests of Variance Components for Linear Mixed Models

• Authors: Małgorzata Krzciuk , Tomasz Żądło
• Languages of publication: EN

Abstracts

EN

In the paper three permutation tests of significance of variance components in the linear mixed model are presented. Two of them are permutation versions of classic tests. The third one is based on log-likelihood. In the Monte Carlo simulation studies properties of the permutation tests are compared with properties of the classic likelihood ratio test and Wald test.

Keywords

EN

Mathematical models; Monte Carlo method; Statistical tests

PL

Metoda Monte Carlo; Modele matematyczne; Testy statystyczne

• Publisher: Uniwersytet Ekonomiczny w Katowicach
• Journal: Studia Ekonomiczne
• Year: 2014
• Volume: 189
• Pages: 77-85

Contributors

author

Małgorzata Krzciuk

author

Tomasz Żądło

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Identifiers

ISSN

2083-8611