Statistical Modelling 6 (2006), 5976
Assessment of variance components in elliptical linear mixed models
Carine Savalli
Instituto de Mathemática e Estatística,
Universidade de São Paulo
Gilberto A. Paula
Instituto de Mathemática e Estatística,
Universidade de São Paulo,
USP-Caixa Postal 66281 (Ag. Cidade de São Paulo),
05311970 São Paulo, SP
Brazil
eMail: giapaula@ime.usp.br
Francisco J.A. Cysneiros
Universidade Federal de Pernambuco
Brazil
Abstract:
The aim of this article is to discuss the problem of testing variance
components in elliptical linear mixed models. The elliptical class
includes all symmetrical continuous distributions, such as normal,
Student-t, Pearson VII, power exponential, logistic I,
logistic II, and so on. An approach for elliptical linear mixed
models is proposed. The estimation procedure for the fixed parameters,
variance components and random effects is also presented and a
score-type test for one-sided alternatives to assess the variance
components is investigated. Finally, two illustrative examples are
given in which normal linear mixed models are compared with
elliptical linear mixed models with heavy-tailed error
distributions.
Keywords:
Elliptical distributions; hypothesis testing; one-sided alternatives;
robust models; score tests; variance components
Downloads:
Data and Ox-code
in zipped archive
back