Variance Component Testing in Multilevel Models
Journal of Educational and Behavioral StatisticsPublished 1 June 2001
Johannes Berkhof, Tom A. B. Snijders
Citations82
SJR quartileQ1
SJR score1.25
SNIP1.55
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Abstract
Available variance component tests are reviewed and three new score tests are presented. In the first score test, the asymptotic normal distribution of the test statistic is used as a reference distribution. In the other two score tests, a Satterthwaite approximation is used for the null distribution of the test statistic. We evaluate the performance of the score tests and other available tests by means of a Monte Carlo study. The new tests are computationally relatively cheap and have good power properties.
Keywords
Computer ScienceMathematicsEconomics, Econometrics and Finance
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