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Interval Estimation for the Unbalanced Case of the One-Way Random Effects Model

不平衡单因素随机效应模型的区间估计

Interval estimation of variance components is studied for the unbalanced one-way random effects model. An easily calculated function, $W$, of the harmonic mean of the class sizes and of the sample variance of the class means is found to be important. The exact distribution of $W$ is found and is shown to be excellently approximated by a chi-square distribution. The random variable $W$ is used to construct interval estimates for (i) the between classes variance component and…

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Minimal Sufficient Statistics for the Two-Way Classification Mixed Model Design

双向分类混合模型设计的最小充分统计量

This paper presents theorems which can be used to obtain sufficient and minimal sufficient statistics for the two-way classification mixed model design. Using the general linear hypothesis model Y=X τ+Z β+e the authors prove that the dimension of a minimal sufficient statistic is a function of the ranks of certain submatrices of Z×X. Minimal sufficient statistics are presented in tabular form for some two-way classification designs and some of the distributional properties…

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Minimal Sufficient Statistics for the Two-Way Classification Mixed Model Design

双向分类混合模型设计的最小充分统计量

This paper presents theorems which can be used to obtain sufficient and minimal sufficient statistics for the two-way classification mixed model design. Using the general linear hypothesis model Y=X τ+Z β+e the authors prove that the dimension of a minimal sufficient statistic is a function of the ranks of certain submatrices of Z×X. Minimal sufficient statistics are presented in tabular form for some two-way classification designs and some of the distributional properties…

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