In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test stati...In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test statistic for the fixed effect is constructed.Secondly,using the Bootstrap approach and generalized approach,the one-sided hypothesis testing and interval estimation problems for the single variance component,the sum and ratio of variance components are discussed respectively.Further,the Monte Carlo simulation results indicate that the exact test statistic performs well in the one-sided hypothesis testing problem for the fixed effect.And the Bootstrap approach is better than the generalized approach in the one-sided hypothesis testing problems for variance component functions in most cases.Finally,the above approaches are applied to the real data examples of the consumer price index and value-added index of three industries to verify their rationality and effectiveness.展开更多
It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponent...It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models.This type of problem in the framework of general discrete exponential family nonlinear models is discussed.Two types of varying dispersion,which are random coefficients model and random effects model,are proposed,and corresponding score test statistics are constructed and expressed in simple,easy to use,matrix formulas.展开更多
In this paper,using the Bootstrap approach and generalized approach,the authors consider the one-sided hypothesis testing problems for variance component functions in the two-way random effects model.Firstly,the test ...In this paper,using the Bootstrap approach and generalized approach,the authors consider the one-sided hypothesis testing problems for variance component functions in the two-way random effects model.Firstly,the test statistics and confidence intervals for the sum of variance components are constructed.Next,the one-sided hypothesis testing problems for the ratio of variance components are also discussed.The Monte Carlo simulation results indicate that the Bootstrap approach is better than the generalized approach in most cases.Finally,the above approaches are applied to the real data examples of mice blood p H and molded plastic part’s dimensions.展开更多
基金supported by National Social Science Foundation of China(21BTJ068)。
文摘In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test statistic for the fixed effect is constructed.Secondly,using the Bootstrap approach and generalized approach,the one-sided hypothesis testing and interval estimation problems for the single variance component,the sum and ratio of variance components are discussed respectively.Further,the Monte Carlo simulation results indicate that the exact test statistic performs well in the one-sided hypothesis testing problem for the fixed effect.And the Bootstrap approach is better than the generalized approach in the one-sided hypothesis testing problems for variance component functions in most cases.Finally,the above approaches are applied to the real data examples of the consumer price index and value-added index of three industries to verify their rationality and effectiveness.
基金Supported by the National Natural Science Foundations of China( 1 9631 0 4 0 ) and SSFC( o2 BTJ0 0 1 ) .
文摘It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models.This type of problem in the framework of general discrete exponential family nonlinear models is discussed.Two types of varying dispersion,which are random coefficients model and random effects model,are proposed,and corresponding score test statistics are constructed and expressed in simple,easy to use,matrix formulas.
基金Zhejiang Provincial Natural Science Foundation of China under Grant No.LY20A010019Ministry of Education of China+4 种基金Humanities and Social Science Projects under Grant No.19YJA910006Fundamental Research Funds for the Provincial Universities of Zhejiang under Grant No.GK199900299012-204Zhejiang Provincial Philosophy and Social Science Planning Zhijiang Youth Project of China under Grant No.16ZJQN017YBZhejiang Provincial Statistical Science Research Base Project of China under Grant No.19TJJD08Scientific Research and Innovation Foundation of Hangzhou Dianzi University under Grant No.CXJJ2019008。
文摘In this paper,using the Bootstrap approach and generalized approach,the authors consider the one-sided hypothesis testing problems for variance component functions in the two-way random effects model.Firstly,the test statistics and confidence intervals for the sum of variance components are constructed.Next,the one-sided hypothesis testing problems for the ratio of variance components are also discussed.The Monte Carlo simulation results indicate that the Bootstrap approach is better than the generalized approach in most cases.Finally,the above approaches are applied to the real data examples of mice blood p H and molded plastic part’s dimensions.
