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Bootstrapping F test for testing Random Effects in Linear Mixed Models

2018/12/09 by O'Shaughnessy, P. Y., Hui, Francis, Muller, Samuel +1
#FOS: Computer and information sciences #Methodology (stat.ME)

paper · doi:10.48550/arxiv.1812.03428

Abstract

Recently Hui et al. (2018) use F tests for testing a subset of random effect, demonstrating its computational simplicity and exactness when the first two moment of the random effects are specified. We extended the investigation of the F test in the following two aspects: firstly, we examined the power of the F test under non-normality of the errors. Secondly, we consider bootstrap counterparts to the F test, which offer improvement for the cases with small cluster size or for the cases with non-normal errors.

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