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| 异方差下增长曲线模型的统计推断 | |
| 引用本文： | 牟唯嫣,徐兴忠. 异方差下增长曲线模型的统计推断[J]. 北京理工大学学报, 2011, 31(4): 497-500 |
| 作者姓名： | 牟唯嫣 徐兴忠 |
| 作者单位： | 1. 北京建筑工程学院理学院,北京,100044 2. 北京理工大学理学院,北京,100081 |
| 基金项目： | 国家自然科学基金资助项目，北京建筑工程学院校研基金项目，北京市属高等学校人才强教计划资助项目 |
| 摘 要： | 研究异方差增长曲线模型.基于未知参数的广义枢轴量,讨论了固定效应是否相等的假设检验问题,给出了固定效应两两差的同时置信区间和固定效应的置信域.模拟研究显示所给检验犯第一类错误概率和所给置信区间、置信域的覆盖概率都接近置信水平. |
| 关 键 词： | 广义枢轴量 增长曲线 异方差 混合模型 |
| 收稿时间： | 2010-06-07 |
Inference for a Growth Curve Model Under Heteroscedasticity |
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| MU Wei-yan and XU Xing-zhong. Inference for a Growth Curve Model Under Heteroscedasticity[J]. Journal of Beijing Institute of Technology(Natural Science Edition), 2011, 31(4): 497-500 | |
| Authors: | MU Wei-yan and XU Xing-zhong |
| Affiliation: | School of Science, Beijing University of Civil Engineering and Agriculture, Beijing 100044;School of Science, Beijing Institute of Technology, Beijing 100081, China |
| Abstract: | A widely used growth curve model is considered without the assumption of equal error variances.Based on the generalized pivotal quantities of the unknown parameters,hypotheses of the equality of the fixed effects were discussed.The simultaneous confidence intervals for all pairwise differences and confidence regions of the fixed effects were given.Simulation results show that the typeⅠerror rates of the proposed test and the coverage probabilities of the proposed confidence intervals and regions are close to the nominal level. |
| Keywords: | generalized pivotal quantity growth curve heteroscedasticity mixed model |
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