A mixed model for complete three or higher-way layout with two random effects factors

作者：Guven Bilgehan^*

来源：Journal of Multivariate Analysis, 2015, 139: 45-55.

DOI：10.1016/j.jmva.2015.02.018

• Mixed effects design
• Symmetry assumption
• Central limit theorem
• Nonnegative quadratic variance component estimator

The classical F-test for testing the hypothesis of no fixed main effects in a mixed model is valid under normality, variance homogeneity and symmetry assumption. We consider a mixed model in which one fixed and two random main effects are crossed. A new test procedure for testing the hypothesis of no fixed main effects is developed under violations of normality, variance homogeneity and symmetry assumptions. The asymptotic distribution of the proposed test statistic is studied under the condition that the numbers of levels of two main random effects are large. The asymptotic distribution of the test statistic is the chi-square distribution. The theory presented in this article is applicable for complete four or higher-way layout with two random factors.

• 出版日期2015-7