A note on fiducial generalized pivots for in one-way heteroscedastic ANOVA with random effects

Autor:	Barbora Arendacká
Rok vydání:	2011
Předmět:	Statistics and Probability Heteroscedasticity Homoscedasticity Statistics Interval estimation Estimator Variance (accounting) Statistics Probability and Uncertainty Random effects model Confidence interval Sufficient statistic Mathematics
Zdroj:	Statistics. 46:489-504
ISSN:	1029-4910 0233-1888
DOI:	10.1080/02331888.2010.540669
Popis:	The paper deals with generalized confidence intervals for the between-group variance in one-way heteroscedastic (unbalanced) ANOVA with random effects. The approach used mimics the standard one applied in mixed linear models with two variance components, where interval estimators are based on a minimal sufficient statistic derived after an initial reduction by the principle of invariance. A minimal sufficient statistic under heteroscedasticity is found to resemble its homoscedastic counterpart and further analogies between heteroscedastic and homoscedastic cases lead us to two classes of fiducial generalized pivots for the between-group variance. The procedures suggested formerly by Wimmer and Witkovský [Between group variance component interval estimation for the unbalanced heteroscedastic one-way random effects model, J. Stat. Comput. Simul. 73 (2003), pp. 333–346] and Li [Comparison of confidence intervals on between group variance in unbalanced heteroscedastic one-way random models, Comm. Statist. Sim...
Databáze:	OpenAIRE
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