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189438

An Empirical Assessment of the Performance of Variance Components Tests Under Contaminated Error Distributions with Application to Random-Intercept Regression Models

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Last updated: 05 Jan 2025

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Abstract

Testing zero variance components is a common practice under random-intercept models. Various test exist to check the need for random effects in such models. Although many of those tests have correct Type-I error rate even when the error components are not normally distributed, an empirical assessment of the performance of these tests when the is contaminated in the form of possessing heavy tails, heavy skewness, or contains outliers does not exist. This article investigates the performance Of four recently proposed variance components tests under such violations using extensive simulation studies. Results indicate that the simulation-based test based on the likelihood ratio test statistic is much preferred to the other tests unless the response space suffers from the presence of outlier.  Under the latter case, none of the competing tests revealed satisfactory performance.

DOI

10.21608/esju.2021.189438

Keywords

Heavy-Skewed Distribution, outliers, variance components, Likelihood ratio test

Volume

64

Article Issue

1

Related Issue

26946

Issue Date

2020-06-01

Receive Date

2021-08-15

Publish Date

2020-06-01

Page Start

54

Page End

64

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_189438.html

Detail API

https://esju.journals.ekb.eg/service?article_code=189438

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4

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

An Empirical Assessment of the Performance of Variance Components Tests Under Contaminated Error Distributions with Application to Random-Intercept Regression Models

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Type

Article

Created At

23 Jan 2023