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Variance Component Testing in Multilevel Models

Author

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  • Johannes Berkhof
  • Tom A. B. Snijders

Abstract

Available variance component tests are reviewed and three new score tests are presented. In the first score test, the asymptotic normal distribution of the test statistic is used as a reference distribution. In the other two score tests, a Satterthwaite approximation is used for the null distribution of the test statistic. We evaluate the performance of the score tests and other available tests by means of a Monte Carlo study. The new tests are computationally relatively cheap and have good power properties.

Suggested Citation

  • Johannes Berkhof & Tom A. B. Snijders, 2001. "Variance Component Testing in Multilevel Models," Journal of Educational and Behavioral Statistics, , vol. 26(2), pages 133-152, June.
    • Handle: RePEc:sae:jedbes:v:26:y:2001:i:2:p:133-152
    DOI: 10.3102/10769986026002133
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    Cited by:

    1. Li C. Liu & Donald Hedeker, 2006. "A Mixed-Effects Regression Model for Longitudinal Multivariate Ordinal Data," Biometrics, The International Biometric Society, vol. 62(1), pages 261-268, March.
    2. Joop J. Hox & Cora J. M. Maas & Matthieu J. S. Brinkhuis, 2010. "The effect of estimation method and sample size in multilevel structural equation modeling," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 64(2), pages 157-170, May.

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