A parametric bootstrap procedure with efficient likelihood decomposition tests linear contrasts of variance components in Gaussian models, including a special case for simultaneous zero tests where no likelihood ratio test existed before.
R Foun- dation for Statistical Computing, Vienna, Austria
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Testing linear combinations of multiple variance components
A parametric bootstrap procedure with efficient likelihood decomposition tests linear contrasts of variance components in Gaussian models, including a special case for simultaneous zero tests where no likelihood ratio test existed before.