Bootstrap Inference on the Variance Component Functions in the Two-Way Random Effects Model with Interaction  

作　　者：YE Rendao GE Wenting LUO Kun 

机构地区：[1]School of Economics,Hangzhou Dianzi University,Hangzhou 310018,China [2]Alibaba Business College,Hangzhou Normal University,Hangzhou 310036,China

出　　处：《Journal of Systems Science & Complexity》2021年第2期774-791,共18页系统科学与复杂性学报（英文版）

基　　金：Zhejiang Provincial Natural Science Foundation of China under Grant No.LY20A010019;Ministry of Education of China;Humanities and Social Science Projects under Grant No.19YJA910006;Fundamental Research Funds for the Provincial Universities of Zhejiang under Grant No.GK199900299012-204;Zhejiang Provincial Philosophy and Social Science Planning Zhijiang Youth Project of China under Grant No.16ZJQN017YB;Zhejiang Provincial Statistical Science Research Base Project of China under Grant No.19TJJD08;Scientific Research and Innovation Foundation of Hangzhou Dianzi University under Grant No.CXJJ2019008。

摘　　要：In this paper,using the Bootstrap approach and generalized approach,the authors consider the one-sided hypothesis testing problems for variance component functions in the two-way random effects model.Firstly,the test statistics and confidence intervals for the sum of variance components are constructed.Next,the one-sided hypothesis testing problems for the ratio of variance components are also discussed.The Monte Carlo simulation results indicate that the Bootstrap approach is better than the generalized approach in most cases.Finally,the above approaches are applied to the real data examples of mice blood p H and molded plastic part’s dimensions.

关 键 词：BOOTSTRAP generalized approach two-way random effects model variance component function 

分 类 号：O212.1[理学—概率论与数理统计]