Variance components testing in the longitudinal mixed effects model.
نویسندگان
چکیده
This article discusses the asymptotic behavior of likelihood ratio tests for nonzero variance components in the longitudinal mixed effects linear model described by Laird and Ware (1982, Biometrics 38, 963-974). Our discussion of the large-sample behavior of likelihood ratio tests for nonzero variance components is based on the results for nonstandard testing situations by Self and Liang (1987, Journal of the American Statistical Association 82, 605-610).
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ورودعنوان ژورنال:
- Biometrics
دوره 50 4 شماره
صفحات -
تاریخ انتشار 1994