Some Alternatives to Wald's Confidence Interval and Test
Wald 置信区间与检验的若干替代方法
The problem considered is that of inference for the variance ratio λ = σ 2 s /σ 2 e in mixed linear models of the form y = Xβ + Zs + e, where β is a column vector of unknown parameters and s and e are statistically independent, multivariate-normal random vectors, with E(s) = 0, var(s) = σ 2 s I, E(e) = 0, and var(e) = σ 2 e I. The case where there is a known upper bound on λ is emphasized. The 100(1 α α)% confidence sets, corresponding to the following two-sided tests of the…