U-tests for variance components in linear mixed models. / Testes de hipóteses para componentes de variância utilizando estatísticas U

AUTOR(ES)

Juvencio Santos Nobre

DATA DE PUBLICAÇÃO

2007

RESUMO

We consider decompositions of U-statistics to obtain tests for null variance components in linear mixed models. Their asymptotic distributions under the null hypothesis are obtained only assuming the existence of the first four moments of the conditional error distribution and the existence of the first two moments of the random effects distribution. Thus, the proposed U-tests may be employed in a large class of models. Under the additional assumption of the existence of the fourth moment of the distribution of the random effects, we also obtain the asymptotic distribution of the U-tests under a sequence of local hypothesis. We compare their efficiency with that of classical tests derived under the assumption of normality, through simulation studies. The proposed tests are more efficient in situations where the sample size is moderate or large, independently of the distribution of the sources of variation; they also perform better in situations where the underlying distributions are far from normal.

ASSUNTO(S)

hipóteses não regulares martingais. variance components linear mixed models nonstandard hypothesis estatística u u-statistics martingales. modelos lineares mistos componentes de variância

Documentos Relacionados

• Diagnotics methods for linear mixed models.
• Componentes da variÃncia fenotÃpica em feijoeiro utilizando o mÃtodo genealÃgico
• Estimates of (co)variance components and genetic parameters for reproductive traits in Santa Inês sheep breed using linear and threshold models
• Multivariate analysis of variance using nonparametric tests and principal components based on rank matrices.
• Variance components and breeding value for test day and lactation milk yields in holstein cattle with different statistical models.