SOME TESTS FOR VARIANCE-COMPONENTS USING GENERALIZED P-VALUES

Authors
Citation
Lp. Zhou et T. Mathew, SOME TESTS FOR VARIANCE-COMPONENTS USING GENERALIZED P-VALUES, Technometrics, 36(4), 1994, pp. 394-402
Citations number
13
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00401706
Volume
36
Issue
4
Year of publication
1994
Pages
394 - 402
Database
ISI
SICI code
0040-1706(1994)36:4<394:STFVUG>2.0.ZU;2-C
Abstract
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.