A Exact Test for a Variance Ratio in an Unbalanced Mixed Linear Model

摘要：

Statistical inference for a variance ratio in mixed linear models has many useful applications in practice. In this paper, we develop a new generalized p-value approach to derive a test for a variance ratio. It is shown that the resulted generalized p-values are exact p-values in frequency sense. Numerical results suggest that the power of the generalized p-value test is generally higher than that of the Wald test for very unbalanced designs when the variance ratio is smaller.

关键词： mixed linear model generalized p-value wald test coverage probability variance component

作者: WU Shiyan LI Xinmin

作者单位: Department of Statistics, School of Sciences, Shandong University of Technology, Zibo, Shandong P.R.China, 255049

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 628-638

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）