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Title: Sensitivity analysis in singular mixed linear models with constraints (English)
Author: Fišerová, Eva
Author: Kubáček, Lubomír
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 39
Issue: 3
Year: 2003
Pages: [317]-332
Summary lang: English
Category: math
Summary: The singular mixed linear model with constraints is investigated with respect to an influence of inaccurate variance components on a decrease of the confidence level. The algorithm for a determination of the boundary of the insensitivity region is given. It is a set of all shifts of variance components values which make the tolerated decrease of the confidence level only. The problem about geometrical characterization of the confidence domain is also presented. (English)
Keyword: mixed linear model with constraints
Keyword: confidence region
Keyword: sensitiveness
MSC: 62F10
MSC: 62F25
MSC: 62F30
MSC: 62J05
MSC: 65C60
idZBL: Zbl 1248.62112
idMR: MR1995736
Date available: 2009-09-24T19:54:17Z
Last updated: 2015-03-23
Stable URL:
Reference: [1] Kubáček L., Kubáčková L., Volaufová, and J.: Statistical Models with Linear Structures.Veda, Bratislava 1995
Reference: [2] Kubáček L.: Linear model with inaccurate variance components.Appl. Math. 41 (1996), 433–445 MR 1415250
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Reference: [4] Kubáček L., Kubáčková L.: Nonsensitiveness regions in universal models.Math. Slovaca 50 (2000), 2, 219–240 Zbl 0984.62040, MR 1763121
Reference: [5] Lešanská E.: Insensitivity regions for estimators of mean value parameters in mixed models with constraints.Tatra Mt. Math. Publ. 22 (2001), 37–49 Zbl 1001.62012, MR 1889033
Reference: [6] Lešanská E.: Effect of inaccurate components in mixed models with constraints.In: Proc. Datastat’01, Folia Fac. Sci. Nat. Univ. Masaryk. Brun. Math., Mathematica 11 2002, pp. 163–172
Reference: [7] Rao C. R., Mitra S. K.: Generalized Inverse of Matrices and its Applications.Wiley, New York – London – Sydney – Toronto 1971 Zbl 0261.62051, MR 0338013
Reference: [8] Scheffé H.: The Analysis of Variance.Wiley, New York – London – Sydney 1967 Zbl 0998.62500, MR 1673563


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