Bootstrap inference for unbalanced one-way classification model with skew-normal random effects

被引:1
作者
Ye, Rendao [1 ,2 ]
Du, Weixiao [1 ]
Lu, Yiting [1 ]
机构
[1] Hangzhou Dianzi Univ, Sch Econ, Hangzhou, Zhejiang, Peoples R China
[2] Hangzhou Dianzi Univ, Sch Econ, Hangzhou 310018, Zhejiang, Peoples R China
关键词
Bootstrap; Fixed effect; Generalized approach; Unbalanced one-way classification model with skew-normal random effects; Variance component functions; LINEAR MIXED MODELS; CONFIDENCE-INTERVALS; VARIANCE-COMPONENTS;
D O I
10.1080/03610918.2023.2166533
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this article, the one-sided hypothesis testing and interval estimation problems for fixed effect and variance component functions are considered in the unbalanced one-way classification model with skew-normal random effects. First, the Bootstrap approach is used to establish test statistics for fixed effects. Second, based on the matrix decomposition technique, Bootstrap approach and generalized approach, the test statistics, and confidence intervals for the single variance component and sum of variance components are constructed. Next, the exact test statistics for the ratio of variance components are obtained. The Monte Carlo simulation results indicate that the Bootstrap approach performs better than the generalized approach in most cases. Finally, the above approaches are illustrated with a real example of carbon fibers' strength.
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页码:4976 / 4997
页数:22
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