Variance Components Testing in the Longitudinal Mixed Effects Model

1994990 citationsJournal Article

Authors

Daniel O. Stram · University of Southern California

Abstract

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).

Topics & Keywords

Statistical Methods and Bayesian Inference Statistical Methods in Clinical Trials Statistical Methods and Inference

UN Sustainable Development Goals

Zero hunger

Publication Details

Published in: Biometrics

Volume 50, Issue 4, pp. 1171-1171

DOI: 10.2307/2533455

Field-Weighted Citation Impact: 2.26