GENERALIZED p-VALUES AND GENERALIZED CONFIDENCE INTERVALS FOR VARIANCE COMPONENTS IN GENERAL RANDOM EFFECT MODEL WITH BALANCED DATA

Rendao YE;Songgui WANG

Journal of Systems Science & Complexity ›› 2007, Vol. 20 ›› Issue (4) : 572-584.

PDF(215 KB)
中国科学院数学与系统科学研究院期刊网
JSSC
PDF(215 KB)
Journal of Systems Science & Complexity ›› 2007, Vol. 20 ›› Issue (4) : 572-584.
article

GENERALIZED p-VALUES AND GENERALIZED CONFIDENCE INTERVALS FOR VARIANCE COMPONENTS IN GENERAL RANDOM EFFECT MODEL WITH BALANCED DATA

Author information +
History +

Abstract

Various random models with balanced data that are relevant for analyzing practical test data are described, along with several hypothesis testing and interval estimation problems concerning variance components. In this paper, we mainly consider these problems in general random effect model with balanced data.
Exact tests and confidence intervals for a single variance component corresponding to random effect are developed by using generalized \textit{p}-values and generalized confidence intervals. The resulting procedures are easy to compute and are applicable to small samples. Exact tests and confidence intervals are also established for comparing the random-effects variance components and the sum of random-effects variance components in two independent general random effect models with balanced data. Furthermore, we investigate the statistical properties of the resulting tests. Finally, some simulation results on the type I error probability and power of the proposed test are reported. The simulation results indicate that exact test is extremely satisfactory for controlling type I error probability.

Key words

Generalized confidence interval / generalized p-value / variance component.

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
Rendao YE , Songgui WANG. GENERALIZED p-VALUES AND GENERALIZED CONFIDENCE INTERVALS FOR VARIANCE COMPONENTS IN GENERAL RANDOM EFFECT MODEL WITH BALANCED DATA. Journal of Systems Science and Complexity, 2007, 20(4): 572-584
PDF(215 KB)

132

Accesses

0

Citation

Detail
Sections
Recommended

/

〈 〉