A parametric bootstrap approach for two-way error component regression models
نویسندگان
چکیده
In this article, the two-way error component regression model is considered. For the nonhomogeneous linear hypothesis testing of regression coefficients, a parametric bootstrap (PB) approach is proposed. The proposed PB test is compared with existing generalized variable test via Monte Carlo simulation. Simulation results indicate that the PB test, regardless of the sample sizes, can control Type I error rates very satisfactorily, whereas the generalized variable test may far exceed the intended level when the sample sizes are small or moderate. Some examples to illustrate the proposed approach are presented.
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عنوان ژورنال:
- Communications in Statistics - Simulation and Computation
دوره 46 شماره
صفحات -
تاریخ انتشار 2017