The ANOVA-Type Inference in Linear Mixed Model with Skew-Normal Error  

作　　者：WU Mixia ZHAO Jing WANG Tonghui ZHAO Yan 

机构地区：[1]College of Applied Sciences, Beijing University of Technology [2]Department of Mathematical Sciences, New Mexico State University

出　　处：《Journal of Systems Science & Complexity》2017年第3期710-720,共11页系统科学与复杂性学报（英文版）

基　　金：supported by the National Natural Science Foundation of China under Grant Nos.11171011 and 11471036;the Natural Science Foundation of Beijing under Grant No.1132007;Beijing Municipal Science and Technology Project under Grant No.km201410005011

摘　　要：Linear mixed effect models with skew-normal errors and distribution-free random effects are considered. The ANOVA-type F-tests are proposed to test the significance of random effects and the hypothesis on fixed effects of interest, respectively. Both tests are proved to be exact F-tests under this model, and the exact confidence interval for fixed effects of interest is derived. Simulation results are given to study the powers of ANOVA-type tests.

关 键 词：ANOVA-type estimator ANOVA-type F-test skew-normal error. 

分 类 号：O212.1[理学—概率论与数理统计]