套误差分量回归模型中方差分量的精确检验  

Exact Tests of Variance Components in Nested Error.Component Regression Model

作　　者：赵静[1] 王松桂[2] 王磊[1] 

机构地区：[1]滨州学院数学与信息科学系,滨州256603 [2]北京工业大学应用数理学院,北京100022

出　　处：《应用概率统计》2014年第1期31-39,共9页Chinese Journal of Applied Probability and Statistics

基　　金：滨州学院科学基金项目(BZXYL1105)资助

摘　　要：本文利用广义p-值和广义置信区间的概念构造含有三个随机效应的套误差分量模型中方差分量的几种新的精确检验和置信区间,并讨论它们在尺度变换下的不变性.模拟结果表明,基于广义p-值的检验很好地控制了犯第一类错误的概率.In this paper, some new exact tests and confidence intervals of variance components in nested error component regression model with three random effects are developed by using generalized p-value and gen- eralized confidence interval. Invariance of these tests and confidence intervals under scale transformation is also discussed. It is showed that the generalized p-value is feasible and effective to resolve the hypothesis testing problems with nuisance parameters. A simulation study is conducted to illustrate the powers of these tests and coverage probabilities.

关 键 词：套误差分量回归模型 随机效应 广义P-值 广义置信区间 方差分量 

分 类 号：O212.1[理学—概率论与数理统计]