Template-Type: ReDIF-Paper 1.0
Author-Name: van Oest, R.D.
Author-Name-Last: van Oest
Author-Name-First: Rutger
Author-Name: Franses, Ph.H.B.F.
Author-Name-Last: Franses
Author-Name-First: Philip Hans
Author-Person: pfr226
Title: The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model
Abstract: __Abstract__
 
 Crucial inference for the hierarchical linear model concerns the null hypothesis of no random slope. We argue that the usually applied statistical test suffers from the so-called Davies problem, that is, a nuisance parameter is only identified under the alternative. We propose an easy-to-implement methodology that exploits this property. We provide the relevant critical values and demonstrate through simulations that our new methodology has better power properties.
Length: 18
Creation-Date: 2015-01-05
File-URL: https://repub.eur.nl/pub/78063/EI2015-01.pdf
File-Format: application/pdf
Series: RePEc:ems:eureir
Number: EI 2015-01
Keywords: hierarchical linear model, random effects, slope variance, Davies problem
Handle: RePEc:ems:eureir:78063