| 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:
|
http://hdl.handle.net/10338.dmlcz/135534 |
| . |
| 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 |
| Reference:
|
[3] Kubáček L., Kubáčková L.: Unified approach to determining nonsesitiveness regions.Tatra Mt. Math. Publ. 17 (1999), 121–128 MR 1737699 |
| 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 |
| . |
