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.

引用

页码：276 / 282

页数：7

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