CAS Exam MAS-II Fall 2018, Question 10

Study guide: Exam MAS-II

Determine which of the following tests is not an appropriate alternative to the likelihood ratio tests of hypothesis for the parameters in a Linear Mixed Model.

• A) A t-test to test hypotheses about a single fixed-effect parameter.
• B) A Type I F-test to test for linear hypotheses about multiple fixed effects.
• C) A Type III F-test to test for linear hypotheses about multiple fixed effects.
• D) An omnibus Wald test to test linear hypotheses of the form H_0\colon L\beta = 0 vs. H_A\colon L\beta \neq 0.
• E) A Wald z-test to test for covariance parameters.

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Concepts tested

• Likelihood Ratio Test
• Linear Mixed Model
• Hypothesis Testing
• Fixed Effects

More questions from this set

• CAS Exam MAS-II Fall 2018, Question 9
• CAS Exam MAS-II Fall 2018, Question 11