I've tried to break down this page into several cohesive sections. A common problem in Linear Models is testing a variance component equal to zero.
Statistic is calculated, and the usual asymptotic chi-square distribution is used to decide Ho.
In this thesis, a simple one-way random effects model GLR test is derived to illustrate the violation. The model works for any distribution. 82, No. 398, Theory and Methods . . Course title Author Applied Linear Statistical Models Neter, Wasserman, et. My thesis has involved some simulation studies in Splus, usually used either to verify the asymptotic results or else to see how different distributional assumptions affect the results.