Small sample inference for fixed effects from restricted maximum likelihood.

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Summary

A scaled Wald statistic is presented, together with an F approximation to its sampling distribution, that is shown to perform well in a range of small sample settings and has the advantage that it reproduces both the statistics and F distributions in those settings where the latter is exact.

Type
article
Published
1997-09-01
Cited by
4,459
References
25

Keywords

Restricted maximum likelihood, Statistics, Mathematics, Wald test, Estimator

References

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