| 混合模型中的广义置信域 |
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| 引用本文： | 牟唯嫣,熊世峰.混合模型中的广义置信域[J].中国科学院研究生院学报,2008,25(3):297-304. |
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| 作者姓名： | 牟唯嫣 熊世峰 |
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| 作者单位： | 1北京理工大学数学系
2中国科学院数学与系统科学研究院 |
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| 摘 要： | 讨论同方差及异方差下的平衡混合效应模型中的推断。利用推断方法，导出了和该模型中固定效应相关的广义置信域和广义p值。模拟结果表明，该置信域有满意的表现。
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| 关 键 词： | 同方差 异方差 混合效应模型 广义置信域 广义枢轴量 |
Generalized confidence regions in mixed models |
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| Mu Wei-yan,Xiong Shi-feng.Generalized confidence regions in mixed models[J].Journal of the Graduate School of the Chinese Academy of Sciences,2008,25(3):297-304. |
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| Authors: | Mu Wei-yan Xiong Shi-feng |
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| Institution: | 1Department of Mathematics, Beijing Institute of Technology
2Academy of Mathematics and Systems Sciences, Chinese Academy of Sciences |
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| Abstract: | This paper discusses inferences for the fixed effects of balanced mixed effects models under both homoscedasticity and heteroscedasticity.By the generalized approach to make statistical inference, we derive the generalized confidence regions and the generalized p-values concerning the fixed effects. Simulation studies show that the performances of the confidence regions are satisfactory. |
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| Keywords: | heteroscedasticity homoscedasticity generalized confidence region generalized pivotal mixed effects model |
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