The concept of a generalized p value, introduced by Tsui and Weerahand
i, is applied for testing hypotheses in two situations, testing the si
gnificance of a variance component in a general balanced mixed model w
hen an exact F test does not exist and comparing random-effects varian
ce components in two independent balanced mixed models. Extensions to
the unbalanced cases are also indicated. The proposed test is compared
with the test based on the Satterthwaite approximation through their
simulated Type I error probabilities. The simulations indicate that th
e test based on the generalized p value has Type I error probabilities
less than the chosen significance level most of the time, whereas the
Type I error probabilities of the Satterthwaite approximate test can
be much larger than the significance level. The results are illustrate
d using two examples.