Testing a null variance ratio in mixed models with zero degrees of freedom for error. (English) Zbl 1429.62287
Summary: An invariant test that combines the most powerful invariant tests against small and large alternatives is proposed for testing a null variance ratio in mixed models with zero degrees of freedom for error. Such models occur in many applications including plant and animal breeding and time varying regression coefficients. The proposed test statistic is easily computed and the corresponding test procedure is just as easy to carry out using currently available software. The power of the test is compared with the power of other tests advocated in the literature using two real data sets and is found to maintain high efficiency all over the parameter space.
MSC:
| 62J05 | Linear regression; mixed models |
| 62F03 | Parametric hypothesis testing |
| 62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
Keywords:
animal models; locally most powerful tests; most powerful invariant tests; point optimal tests; random walk regression coefficients; variance componentsSoftware:
AS 155References:
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