The ANOVA-Type Inference in Linear Mixed Model with Skew-Normal Error

The ANOVA-Type Inference in Linear Mixed Model with Skew-Normal Error

Linear mixed effect models with skew-normal errors and distribution-free random effects are considered. The ANOVA-type F-tests are proposed to test the significance of random effects and the hypothesis on fixed effects of interest, respectively. Both tests are proved to be exact F-tests under this m...

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Veröffentlicht in:Journal of systems science and complexity 2017-06, Vol.30 (3), p.710-720
Hauptverfasser: Wu, Mixia, Zhao, Jing, Wang, Tonghui, Zhao, Yan
Format: Artikel
Sprache:eng
Schlagworte:
Complex Systems
Computer simulation
Confidence intervals
Control
Economic models
Mathematics
Mathematics and Statistics
Mathematics of Computing
Operations Research/Decision Theory
Statistics
Systems Theory
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Zusammenfassung:Linear mixed effect models with skew-normal errors and distribution-free random effects are considered. The ANOVA-type F-tests are proposed to test the significance of random effects and the hypothesis on fixed effects of interest, respectively. Both tests are proved to be exact F-tests under this model, and the exact confidence interval for fixed effects of interest is derived. Simulation results are given to study the powers of ANOVA-type tests.
ISSN:1009-6124
1559-7067
DOI:10.1007/s11424-017-5253-2