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The equivalence between likelihood ratio test and F-test for testing variance component in a balanced one-way random effects model

机译:平衡单向随机效应模型中方差分量检验的似然比检验和F检验的等价性

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In mixed linear models, it is frequently of interest to test hypotheses on the variance components. F-test and likelihood ratio test (LRT) are commonly used for such purposes. Current LRTs available in literature are based on limiting distribution theory. With the development of finite sample distribution theory, it becomes possible to derive the exact test for likelihood ratio statistic. In this paper, we consider the problem of testing null hypotheses on the variance component in a one-way balanced random effects model. We use the exact test for the likelihood ratio statistic and compare the performance of F-test and LRT. Simulations provide strong support of the equivalence between these two tests. Furthermore, we prove the equivalence between these two tests mathematically.
机译:在混合线性模型中,经常需要检验方差成分的假设。 F检验和似然比检验(LRT)通常用于此类目的。文献中可用的当前轻轨是基于极限分布理论。随着有限样本分布理论的发展,有可能得出似然比统计量的精确检验。在本文中,我们考虑了在单向平衡随机效应模型中检验方差成分的零假设的问题。我们将精确检验用于似然比统计,并比较F检验和LRT的性能。仿真为这两个测试之间的等效性提供了有力的支持。此外,我们在数学上证明了这两个测试之间的等效性。

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