Temat: hypothesis testing - Prolib Integro

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Tytuł:: Estimators and tests for variance components in cross nested orthogonal designs
Autorzy:: Fonseca, Miguel
Mexia, João
Zmyślony, Roman
Tematy:: hypothesis testing
generalized F distribution
adaptative test
nested orthogonal designs; Pokaż więcej
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Powiązania:: https://bibliotekanauki.pl/articles/729794.pdf Link otwiera się w nowym oknie
Opis:: Explicit expressions of UMVUE for variance components are obtained for a class of models that include balanced cross nested random models. These estimators are used to derive tests for the nullity of variance components. Besides the usual F tests, generalized F tests will be introduced. The separation between both types of tests will be based on a general theorem that holds even for mixed models. It is shown how to estimate the p-value of generalized F tests.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 2.

Tytuł:: Exact distribution for the generalized F tests
Autorzy:: Fonseca, Miguel
Mexia, Joao
Zmyślony, Roman
Tematy:: exact distribution theory
hypothesis testing
generalized F distribution
adaptative test; Pokaż więcej
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Powiązania:: https://bibliotekanauki.pl/articles/729860.pdf Link otwiera się w nowym oknie
Opis:: Generalized F statistics are the quotients of convex combinations of central chi-squares divided by their degrees of freedom. Exact expressions are obtained for the distribution of these statistics when the degrees of freedom either in the numerator or in the denominator are even. An example is given to show how these expressions may be used to check the accuracy of Monte-Carlo methods in tabling these distributions. Moreover, when carrying out adaptative tests, these expressions enable us to estimate the p-values whenever they are available.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 3.

Tytuł:: Bayesian and generalized confidence intervals on variance ratio and on the variance component in mixed linear models
Autorzy:: Michalski, Andrzej
Tematy:: mixed linear models
variance components
hypothesis testing
confidence intervals
generalized p-values; Pokaż więcej
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Powiązania:: https://bibliotekanauki.pl/articles/729664.pdf Link otwiera się w nowym oknie
Opis:: The paper deals with construction of exact confidence intervals for the variance component σ₁² and ratio θ of variance components σ₁² and σ² in mixed linear models for the family of normal distributions $_t(0, σ₁²W + σ²I_t)$. This problem essentially depends on algebraic structure of the covariance matrix W (see Gnot and Michalski, 1994, Michalski and Zmyślony, 1996). In the paper we give two classes of bayesian interval estimators depending on a prior distribution on (σ₁², σ²) for:
1) the variance components ratio θ - built by using test statistics obtained from the decomposition of a quadratic form y'Ay for the Bayes locally best estimator of σ₁², Michalski and Zmyślony (1996),
2) the variance component σ₁² - constructed using Bayes point estimators from BIQUE class (Best Invariant Quadratic Unbiased Estimators, see Gnot and Kleffe, 1983, and Michalski, 2003).
In the paper an idea of construction of confidence intervals using generalized p-values is also presented (Tsui and Weerahandi, 1989, Zhou and Mathew, 1994). Theoretical results for Bayes interval estimators and for some generalized confidence intervals by simulations studies for some experimental layouts are illustrated and compared (cf Arendacká, 2005).
Dostawca treści:: Biblioteka Nauki

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