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混合模型中的广义置信域(英文)
Generalized confidence regions in mixed models
【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.利用广义推断方法,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.
【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.
【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;
【Key words】 heteroscedasticity; homoscedasticity; generalized confidence region; generalized pivotal; mixed effects model;
【Key words】 heteroscedasticity; homoscedasticity; generalized confidence region; generalized pivotal; mixed effects model;
【基金】 supported by the National Natural Science Foundation of China (10771126,10771015)
- 【文献出处】 中国科学院研究生院学报 ,Journal of the Graduate School of the Chinese Academy of Sciences , 编辑部邮箱 ,2008年03期
- 【分类号】O212
- 【被引频次】6
- 【下载频次】46