Bootstrapping F test for testing Random Effects in Linear Mixed Models
Methodology
2018-12-11 v1
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.
Cite
@article{arxiv.1812.03428,
title = {Bootstrapping F test for testing Random Effects in Linear Mixed Models},
author = {P. Y. O'Shaughnessy and Francis Hui and Samuel Muller and A. H. Welsh},
journal= {arXiv preprint arXiv:1812.03428},
year = {2018}
}