CAS Exam MAS-II Fall 2019, Question 13

Study guide: Exam MAS-II

You are reviewing a dataset of automobile accidents using a Linear Mixed Model.

• Your null hypothesis is that the variance of the residuals remains constant across all four quarters (Quarter 1, Quarter 2, Quarter 3, and Quarter 4).
• The alternative hypothesis is that the variance of the residuals varies by quarter.
• To test your hypotheses, you use the log likelihood test using the chi-square distribution.

Determine the degrees of freedom used for the test.

• A) 0.5 (average of 0 and 1)
• B) 1.0
• C) 2.0
• D) 3.0
• E) 4.0

Answer this question and see the worked solution

Concepts tested

• Likelihood Ratio Test
• Covariance Structure
• Hypothesis Testing
• Linear Mixed Model
• Variance Function

More questions from this set

• CAS Exam MAS-II Fall 2019, Question 12
• CAS Exam MAS-II Fall 2019, Question 14