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Testing variance components in balanced linear growth curve models

Drikvandi, Reza; Khodadadi, Ahmad; Verbeke, Geert

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Authors

Ahmad Khodadadi

Geert Verbeke



Abstract

It is well known that the testing of zero variance components is a non-standard problem since the null hypothesis is on the boundary of the parameter space. The usual asymptotic chi-square distribution of the likelihood ratio and score statistics under the null does not necessarily hold because of this null hypothesis. To circumvent this difficulty in balanced linear growth curve models, we introduce an appropriate test statistic and suggest a permutation procedure to approximate its finite-sample distribution. The proposed test alleviates the necessity of any distributional assumptions for the random effects and errors and can easily be applied for testing multiple variance components. Our simulation studies show that the proposed test has Type I error rate close to the nominal level. The power of the proposed test is also compared with the likelihood ratio test in the simulations. An application on data from an orthodontic study is presented and discussed

Citation

Drikvandi, R., Khodadadi, A., & Verbeke, G. (2012). Testing variance components in balanced linear growth curve models. Journal of Applied Statistics, 39(3), 563-572. https://doi.org/10.1080/02664763.2011.603294

Journal Article Type Article
Acceptance Date Jul 1, 2011
Online Publication Date Aug 1, 2011
Publication Date 2012
Deposit Date Oct 6, 2020
Publicly Available Date Nov 2, 2020
Journal Journal of Applied Statistics
Print ISSN 0266-4763
Electronic ISSN 1360-0532
Publisher Taylor and Francis Group
Peer Reviewed Peer Reviewed
Volume 39
Issue 3
Pages 563-572
DOI https://doi.org/10.1080/02664763.2011.603294
Public URL https://durham-repository.worktribe.com/output/1260331
Publisher URL https:/doi.org/10.1080/02664763.2011.603294

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