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Testing a null variance ratio in mixed models with zero degrees of freedom for error

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  • El-Bassiouni, M. Y.
  • Charif, H. A.

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  • El-Bassiouni, M. Y. & Charif, H. A., 2004. "Testing a null variance ratio in mixed models with zero degrees of freedom for error," Computational Statistics & Data Analysis, Elsevier, vol. 46(4), pages 707-719, July.
    • Handle: RePEc:eee:csdana:v:46:y:2004:i:4:p:707-719
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    References listed on IDEAS

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    1. Jandhyala, V.K. & MacNeill, I.B., 1992. "On Testing for the Constancy of Regression Coefficients under Random Walk and Change-Point Alternatives," Econometric Theory, Cambridge University Press, vol. 8(4), pages 501-517, December.
    2. Gilmour, Arthur & Cullis, Brian & Welham, Sue & Gogel, Beverley & Thompson, Robin, 2004. "An efficient computing strategy for prediction in mixed linear models," Computational Statistics & Data Analysis, Elsevier, vol. 44(4), pages 571-586, January.
    3. Robert B. Davies, 1980. "The Distribution of a Linear Combination of χ2 Random Variables," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(3), pages 323-333, November.
    4. Thomas S. Shively, 1988. "An Exact Test For A Stochastic Coefficient In A Time Series Regression Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 9(1), pages 81-88, January.
    5. Hall, Charles B. & Ying, Jun & Kuo, Lynn & Lipton, Richard B., 2003. "Bayesian and profile likelihood change point methods for modeling cognitive function over time," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 91-109, February.
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