中文摘要：

利用广义p值和广义置信区间的概念构造含有四个随机效应的Panel数据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,这种检验能很好地控制检验水平.

英文摘要：

In this paper, some new exact tests and confidence intervals of variance components in panel data model with four random effects are developed by using generalized p value and generalized 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. Simulation shows that the test of generalized p value is powerful with its testing size approximating nominal level.