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A Combined Invariant Test for a Null Variance Ratio
Author(s) -
ElBassiouni M.Y.,
Halawa A.M.
Publication year - 2003
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.200390010
Subject(s) - mathematics , wald test , invariant (physics) , null distribution , statistics , test statistic , statistic , score test , range (aeronautics) , variance (accounting) , f test , statistical hypothesis testing , materials science , accounting , composite material , business , mathematical physics
This paper investigates the properties of a test that combines the Wald and LMPI (locally most powerful invariant) tests of variance components in unbalanced mixed models. The combined test statistic is easily computed and its null distribution may be approximated by a central F distribution with the degrees of freedom of the numerator adjusted in accordance with the degree of imbalance of the design. Numerical methods are used to show that the approximation is accurate over a wide range of conditions and that the efficiency of the combined test, relative to the power envelope, is satisfactorily high overall.