Generalized confidence regions of fixed effects in the two-way ANOVA

被引：9
|
作者：
Mu, Weiyan [1 ]
Xiong, Shifeng [2 ]
Xu, Xingzhong [1 ]
机构：
[1] Beijing Inst Technol, Dept Math, Beijing 100081, Peoples R China
[2] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
来源：
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY | 2008年 / 21卷 / 02期
基金：
中国国家自然科学基金;
关键词：
ANOVA; generalized confidence region; generalized p-value; heteroscedasticity; unbalanced;
D O I：
10.1007/s11424-008-9111-0
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
The authors discuss the unbalanced two-way ANOVA model under heteroscedasticity. By taking the generalized approach, the authors derive the generalized p-values for testing the equality of fixed effects and the generalized confidence regions for these effects. The authors also provide their frequentist properties in large-sample cases. Simulation studies show that the generalized confidence regions have good coverage probabilities.
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页码：276 / 282
页数：7
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