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oai:docta.ucm.es:20.500.14352/242912023-08-10T19:20:00Zcom_20.500.14352_14col_20.500.14352_15

00925njm 22002777a 4500 dc Marhuenda García, Yolanda author Morales, D. author Pardo Llorente, María del Carmen author 2016-01 The Fay-Herriot model is a linear mixed model that plays a relevant role in small area estimation (SAE). Under the SAE set-up, tools for selecting an adequate model are required. Applied statisticians are often interested on deciding if it is worthwhile to use a mixed effect model instead of a simpler fixed-effect model. This problem is not standard because under the null hypothesis the random effect variance is on the boundary of the parameter space. The likelihood ratio test and the residual likelihood ratio test are proposed and their finite sample distributions are derived. Finally, we analyse their behaviour under simulated scenarios and we also apply them to real data 0233-1888 http://dx.doi.org10.1080/02331888.2015.1016026 https://hdl.handle.net/20.500.14352/24291 http://www.tandfonline.com/doi/abs/10.1080/02331888.2015.1016026 http://www.tandfonline.com/ Tests for the variance parameter in the Fay–Herriot model