Exact Confidence Sets for Variance Components in Unbalanced Mixed Linear Models
非平衡混合线性模型方差分量的精确置信集
We present a general procedure for obtaining an exact confidence set for the variance components in a mixed linear model. The procedure can be viewed as a generalization of the ANOVA method used with balanced models. Our procedure uses, as pivotal quantities, quadratic forms that are distributed independently as chi-squared variables. These quadratic forms are constructed with reference to spaces that are orthogonal with respect to the covariance matrix of the observation…