Least squares generalized inferences in unbalanced two-component normal mixed linear model

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• 作者：Xuhua Liu ; Xingzhong Xu ; Jan Hannig
• 刊名：Computational Statistics
• 出版年：2016
• 出版时间：September 2016
• 年：2016
• 卷：31
• 期：3
• 页码：973-988
• 全文大小：641 KB
• 刊物类别：Mathematics and Statistics
• 刊物主题：Mathematics
  Statistics
  Statistics
  Probability and Statistics in Computer Science
  Probability Theory and Stochastic Processes
  Economic Theory
  
• 出版者：Physica Verlag, An Imprint of Springer-Verlag GmbH
• ISSN：1613-9658
• 卷排序：31

文摘

In this paper, we make use of least squares idea to construct new fiducial generalized pivotal quantities of variance components in two-component normal mixed linear model, then obtain generalized confidence intervals for two variance components and the ratio of the two variance components. The simulation results demonstrate that the new method performs very well in terms of both empirical coverage probability and average interval length. The newly proposed method also is illustrated by a real data example.KeywordsVariance componentLeast squaresFiducial generalized pivotal quantityFiducial generalized confidence interval