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A Combined Invariant Test for a Null Variance Ratio
Authors:MY El‐Bassiouni  AM Halawa
Abstract:This paper investigates the properties of a test that combines the Wald and LMPI (locally most powerful invariant) tests of variance components in unbalanced mixed models. The combined test statistic is easily computed and its null distribution may be approximated by a central F distribution with the degrees of freedom of the numerator adjusted in accordance with the degree of imbalance of the design. Numerical methods are used to show that the approximation is accurate over a wide range of conditions and that the efficiency of the combined test, relative to the power envelope, is satisfactorily high overall.
Keywords:Most powerful similar tests  Invariant tests  Unbiased tests  Complete class of tests  Unbalanced mixed models  Unbalanced random one‐way models
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