Abstract
In balanced variance component models asymptotic X 2-tests are considered for general linear hypotheses on variance components. Further, using Scheffé’S-method, also asymptotic simultaneous confidence intervals can be stated. A Monte Carlo simulation is used to compare the fractiles of the test statistics for finite sample sizes and the fractiles of the X 2-distribution. As an example, the balanced two-way classification model with random effects is discussed in more detail and is applied numerically to a pilot study on video-tracking.
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© 1999 Springer-Verlag Berlin Heidelberg
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Hartung, J., Voet, B. (1999). Some Variants for Testing Linear Hypotheses on Variance Components. In: Gaul, W., Schader, M. (eds) Mathematische Methoden der Wirtschaftswissenschaften. Physica, Heidelberg. https://doi.org/10.1007/978-3-662-12433-8_13
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DOI: https://doi.org/10.1007/978-3-662-12433-8_13
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-662-12434-5
Online ISBN: 978-3-662-12433-8
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