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Title: Linear model with inaccurate variance components (English)
Author: Kubáček, Lubomír
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 41
Issue: 6
Year: 1996
Pages: 433-445
Summary lang: English
Category: math
Summary: A linear model with approximate variance components is considered. Differences among approximate and actual values of variance components influence the proper position and the shape of confidence ellipsoids, the level of statistical tests and their power function. A procedure how to recognize whether these diferences can be neglected is given in the paper. (English)
Keyword: mixed linear model
Keyword: linear model with variance components
MSC: 62J05
MSC: 62J10
MSC: 62J20
idZBL: Zbl 0870.62056
idMR: MR1415250
DOI: 10.21136/AM.1996.134336
Date available: 2009-09-22T17:52:45Z
Last updated: 2020-07-28
Stable URL:
Reference: [1] L. Kubáček, L. Kubáčková: The effect of stochastic relations on the statistical properties of an estimator.Contr. Geoph. Inst. Slov. Acad. Sci. 17 (1987), 31–42.
Reference: [2] L. Kubáček: Foundations of Estimation Theory.Elsevier, Amsterdam-Oxford-New York-Tokyo, 1988. MR 0995671
Reference: [3] L. Kubáčková, L. Kubáček, M. Bognárová: Effect of changes of the covariance matrix parameters on the estimates of the first order parameters.Contr. Geoph. Inst. Slov. Acad. Sci. 20 (1990), 7–19.
Reference: [4] L. Kubáček, L. Kubáčková: Sensitiveness and non-sensitiveness in mixed linear models.Manuscripta geodaetica 16 (1991), 63–71.
Reference: [5] L. Kubáček: Criterion for an approximation of variance components in regression models.Acta Universitatis Palackianae Olomucensis, Fac. rer. nat., Mathematica 34 (1995), 91–108. MR 1447258
Reference: [6] C. R. Rao: Linear Statistical Inference and Its Applications.J. Wiley, New York-London-Sydney, 1965. Zbl 0137.36203, MR 0221616
Reference: [7] C. R. Rao, S. K. Mitra: Generalized Inverse of Matrices and its Applications.J. Wiley, New York-London-Sydney-Toronto, 1971. MR 0338013


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