An Exact Test Procedure for Variance Components of Random Effect Linear Model

• 발행기관: 한국자료분석학회
• 저자명: 박춘일(Choon-Il Park)
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.8 No.5, 1715~1721쪽, 전체 7쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2006.10.30

영문 초록

For the unbalanced linear model, exact test procedures for variance components are available only in restricted cases. In this note, we derive a simultaneous test procedure for the variance components of a general random effect linear model. The test statistic has central F-distribution on the boundary of the hypotheses and the test is exact. Power of the test is given. We also obtain an explicit form of the test statistic for the one-way random model. Under some restrictions on the design matrix, we give an exact test procedure for each random effects.

목차

1. Introduction

2. General model case

3. Special case

4. Conclusions and Further Research

References

키워드

Variance components Exact test procedure MINQUE Power of test