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混合模型中的广义置信域
  • ISSN号：2095-6134
  • 期刊名称：《中国科学院大学学报》
  • 时间：0
  • 分类：O212.1[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]北京理工大学数学系,北京100081, [2]中国科学院数学与系统科学研究院,北京100080
  • 相关基金：supported by the National Natural Science Foundation of China （ 10771126,10771015 ）
作者： 牟唯嫣[1], 熊世峰[2]
关键词： 同方差, 异方差, 混合效应模型, 广义置信域, 广义枢轴量, heteroscedasticity, homoscedasticity, generalized confidence region, generalized pivotal,mixed effects model
中文摘要：

讨论同方差及异方差下的平衡混合效应模型中的推断．利用广义推断方法，导出了和该模型中固定效应相关的广义置信域和广义P值．模拟结果表明，该置信域有满意的表现．

英文摘要：

This paper discusses inferences for the fixed effects of balanced mixed effects models under both homoscedasticity and heteroscedasticity. By the generalized approach to make statistical inference, we derive the generalized confidence regions and the generalized p-values concerning the fixed effects. Simulation studies show that the performances of the confidence regions are satisfactory.

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期刊信息
  • 《中国科学院大学学报》
  • 中国科技核心期刊
  • 主管单位:中国科学院
  • 主办单位:中国科学院大学
  • 主编：石耀霖
  • 地址：北京玉泉路19号(甲)
  • 邮编：100049
  • 邮箱：journal@gucas.ac.cn
  • 电话：010-88256013
  • 国际标准刊号：ISSN：2095-6134
  • 国内统一刊号：ISSN：10-1131/N
  • 邮发代号:82-583
  • 获奖情况:
  • 国内外数据库收录:
  • 中国中国科技核心期刊,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）
  • 被引量:416