메뉴 건너뛰기




Volumn 6, Issue 1, 2006, Pages 59-76

Assessment of variance components in elliptical linear mixed models

Author keywords

Elliptical distributions; Hypothesis testing; One sided alternatives; Robust models; Score tests; Variance components

Indexed keywords


EID: 33645787851     PISSN: 1471082X     EISSN: 14770342     Source Type: Journal    
DOI: 10.1191/1471082X06st104oa     Document Type: Article
Times cited : (28)

References (24)
  • 4
    • 33746447668 scopus 로고    scopus 로고
    • Multivariate student-t regression models: Pitfalls and inference
    • Fernandez C and Steel MFJ (1999) Multivariate student-t regression models: Pitfalls and inference. Biometrika 86, 153-67.
    • (1999) Biometrika , vol.86 , pp. 153-167
    • Fernandez, C.1    Steel, M.F.J.2
  • 6
    • 0004206441 scopus 로고
    • Multilevel diagnostics for mixed and hierarchical linear models
    • PhD Thesis. University of California, Los Angeles
    • Hilden-Minton JA (1995) Multilevel diagnostics for mixed and hierarchical linear models. PhD Thesis. University of California, Los Angeles.
    • (1995)
    • Hilden-Minton, J.A.1
  • 7
    • 0011873003 scopus 로고    scopus 로고
    • On the difference in inference and prediction between the joint and independent t-error models for seemingly unrelated regressions
    • Kowalski J, Mendoza-Blanco JR, Tu XM and Gleser LJ (1999) On the difference in inference and prediction between the joint and independent t-error models for seemingly unrelated regressions. Communication Statistics-Theory and Methods 28, 2119-140.
    • (1999) Communication Statistics-Theory and Methods , vol.28 , pp. 2119-2140
    • Kowalski, J.1    Mendoza-Blanco, J.R.2    Tu, X.M.3    Gleser, L.J.4
  • 8
    • 0001380336 scopus 로고
    • A multivariate analogue of the one-sided test
    • Kudô A (1963) A multivariate analogue of the one-sided test. Biometrika 50, 403-18.
    • (1963) Biometrika , vol.50 , pp. 403-418
    • Kudô, A.1
  • 9
    • 0020333131 scopus 로고
    • Random effect models for longitudinal data
    • Laird NM and Ware JH (1982) Random effect models for longitudinal data. Biometrics 38, 963-74.
    • (1982) Biometrics , vol.38 , pp. 963-974
    • Laird, N.M.1    Ware, J.H.2
  • 11
    • 0032714422 scopus 로고    scopus 로고
    • Multivariate elliptically contoured distributions for repeated measurements
    • Lindsey JK (1999) Multivariate elliptically contoured distributions for repeated measurements. Biometrics 55, 1277-280.
    • (1999) Biometrics , vol.55 , pp. 1277-1280
    • Lindsey, J.K.1
  • 13
    • 0034355989 scopus 로고    scopus 로고
    • One-sided test to assess correlation in linear logistic models using estimating equations
    • Paula GA and Artes R (2000) One-sided test to assess correlation in linear logistic models using estimating equations. Biometrical Journal 42, 701-14.
    • (2000) Biometrical Journal , vol.42 , pp. 701-714
    • Paula, G.A.1    Artes, R.2
  • 14
    • 0035632583 scopus 로고    scopus 로고
    • Efficient algorithms for robust estimation in linear mixed-effect models using the multivariate t distribution
    • Pinheiro JC, Liu C and Wu YN (2001) Efficient algorithms for robust estimation in linear mixed-effect models using the multivariate t distribution. Journal of Computational and Graphical Statistics 10, 249-76.
    • (2001) Journal of Computational and Graphical Statistics , vol.10 , pp. 249-276
    • Pinheiro, J.C.1    Liu, C.2    Wu, Y.N.3
  • 15
    • 0000661332 scopus 로고
    • A generalized multivariate analysis of variance model useful especially for growth curve models
    • Potthoff RF and Roy SN (1964) A generalized multivariate analysis of variance model useful especially for growth curve models. Biometrika 51, 665-80.
    • (1964) Biometrika , vol.51 , pp. 665-680
    • Potthoff, R.F.1    Roy, S.N.2
  • 17
    • 84907319426 scopus 로고
    • Asymptotic properties of maximum likelihood estimators and likelihood ratio tests under nonstandard conditions
    • Self SG and Liang KY (1987) Asymptotic properties of maximum likelihood estimators and likelihood ratio tests under nonstandard conditions. Journal of the American Statistical Association 82, 605-10.
    • (1987) Journal of the American Statistical Association , vol.82 , pp. 605-610
    • Self, S.G.1    Liang, K.Y.2
  • 18
    • 0000472687 scopus 로고
    • Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints
    • Shapiro A (1985) Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints. Biometrika 72, 133-44.
    • (1985) Biometrika , vol.72 , pp. 133-144
    • Shapiro, A.1
  • 20
    • 84993782426 scopus 로고    scopus 로고
    • Joint modelling of location and scale parameters of the t distribution
    • Taylor J and Verbyla A (2004) Joint modelling of location and scale parameters of the t distribution. Statistical Modelling 4, 91-112.
    • (2004) Statistical Modelling , vol.4 , pp. 91-112
    • Taylor, J.1    Verbyla, A.2
  • 22
    • 0037531799 scopus 로고    scopus 로고
    • The use of score test for inference on variance components
    • Verbeke G and Molenberghs G (2003) The use of score test for inference on variance components. Biometrics 59, 254-62.
    • (2003) Biometrics , vol.59 , pp. 254-262
    • Verbeke, G.1    Molenberghs, G.2
  • 23
    • 0031497559 scopus 로고    scopus 로고
    • Generalization of likelihood ratio tests under nonstandard conditions
    • Vu HTV and Zhou S (1997) Generalization of likelihood ratio tests under nonstandard conditions. Annals of Statistics 25, 897-916.
    • (1997) Annals of Statistics , vol.25 , pp. 897-916
    • Vu, H.T.V.1    Zhou, S.2
  • 24
    • 0011337731 scopus 로고    scopus 로고
    • Approaches of the robust estimation of mixed models
    • Maddala GS and Rao CR editors Elsevier Science
    • Welsh AH and Richardson AM (1997) Approaches of the robust estimation of mixed models. In Volume 15, Maddala GS and Rao CR editors Handbook of Statistics. Elsevier Science, pp. 343-84.
    • (1997) Handbook of Statistics , vol.15 , pp. 343-384
    • Welsh, A.H.1    Richardson, A.M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.