Some Point Estimates and Confidence Regions for Multivariate Inter-laboratory Data Analysis

Jian Zhao and T Mathew
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Jian Zhao: University of Maryland Baltimore County

Sankhya B: The Indian Journal of Statistics, 2018, vol. 80, issue 1, No 4, 147-166

Abstract: Abstract The problem of analyzing multivariate data from inter-laboratory studies is considered when the data are modeled using the heteroscedastic multivariate one-way random effects model. The primary problem of interest is inference concerning the common mean vector, and a secondary problem of interest is inference concerning the inter-laboratory variance component. Under the usual multivariate normality assumption, this work investigates the point estimation of the inter-laboratory variance component, and the computation of a confidence region for the common mean vector. Noting that a full likelihood based analysis presents computational challenges, some computationally tractable solutions are presented, and illustrated with an example.

Keywords: Ellipsoidal region; heteroscedasticity; multivariate one-way random model; parametric bootstrap.; Primary 62H12; Secondary 62F25 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s13571-018-0164-3

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