摘要
对于含有两个方差分量的随机效应设计阵为任意阵的线性混合模型的方差分量单边检验问题给出了精确的F检验和基于广义p值的检验.对于给出的精确的F检验给出检验存在条件以及是一致最优无偏检验的条件.通过数值模拟,基于广义p值检验的功效和犯第一类错误的概率被讨论,由模拟结果可以看出基于广义p值的检验很好地控制了犯第一类错误的概率.
For the linear mixed model which has two variance components, the exact F test and generalized p-value test are obtained when design matrix of random effects is arbitrary. An existence condition of the exact F test is obtained. An sufficient condition under which the exact F test is uniformly most powerful unbiased test is discussed. By Monte Carlo simulation, probability of making type one error and power of test are obtained. The simulation result displays that the generalized p-value test commendably controls the probability of making type one error.
出处
《高校应用数学学报（A辑）》
CSCD
北大核心
2007年第4期433-440,共8页
Applied Mathematics A Journal of Chinese Universities(Ser.A)
基金
北京市属市管高等学校人才强教计划资助项目
关键词
线性混合模型
广义P值
方差分量
精确检验
linear mixed model
generalized p-value
variance component
exact test
