Exact distributions of statistics for making inferences on mixed models under the default covariance structure

Samaradasa Weerahandi () and Ching-Ray Yu ()
Additional contact information
Samaradasa Weerahandi: X-Techniques
Ching-Ray Yu: Pfizer

Journal of Statistical Distributions and Applications, 2020, vol. 7, issue 1, 1-14

Abstract: Abstract At this juncture when mixed models are heavily employed in applications ranging from clinical research to business analytics, the purpose of this article is to extend the exact distributional result of Wald (Ann. Math. Stat. 18: 586–589, 1947) to handle models involving a number of variance components.Due to the unavailability of exact distributional results for underlying statistics, currently available methods provide small group/sample inference only for balanced ANOVA models or simple regression models. The exact distributional results developed in this article should prove useful in making inferences by such methods as parametric bootstrap, fiducial, and generalized p-value approach, when there are a number of variance components to deal with.

Keywords: Variance components; Compound symmetric covariance structure; REML; BLUP; Profile likelihood test; Wald test (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1186/s40488-020-00105-w Abstract (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jstada:v:7:y:2020:i:1:d:10.1186_s40488-020-00105-w

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/40488

DOI: 10.1186/s40488-020-00105-w

Access Statistics for this article

Journal of Statistical Distributions and Applications is currently edited by Felix Famoye and Carl Lee

More articles in Journal of Statistical Distributions and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().