Bootstrapping F test for testing random effects in linear mixed models

P. Y. O’Shaughnessy, F. K. C. Hui, Samuel Muller, Alan H. Welsh

Research output: Working paperPreprint

Abstract

Recently Hui et al. (2018) use F tests for testing a subset of random effect, demonstrating its computational simplicity and exactness when the first two moment of the random effects are specified. We extended the investigation of the F test in the following two aspects: firstly, we examined the power of the F test under non-normality of the errors. Secondly, we consider bootstrap counterparts to the F test, which offer improvement for the cases with small cluster size or for the cases with non-normal errors.
Original languageEnglish
PublisherarXiv.org
DOIs
Publication statusSubmitted - 2018
Externally publishedYes

Publication series

NamearXiv

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