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ArticleOriginal scientific text

Title

On small sample inference for common mean in heteroscedastic one-way model

Authors 1, 1, 2, 3

Affiliations

  1. Institute of Measurement Science, Slovak Academy of Sciences, Dúbravská cesta 9, 841 04 Bratislava, Slovakia
  2. Matej Bel University, Tajovského 40, 974 01 Banská Bystrica, Slovakia
  3. Mathematical Institute, Slovak Academy of Sciences, Stefánikova 49, 814 73 Bratislava, Slovakia

Abstract

In this paper we consider and compare several approximate methods for making small-sample statistical inference on the common mean in the heteroscedastic one-way random effects model. The topic of the paper was motivated by the problem of interlaboratory comparisons and is also known as the (traditional) common mean problem. It is also closely related to the problem of multicenter clinical trials and meta-analysis. Based on our simulation study we suggest to use the approach proposed by Kenward & Roger (1997) as an optimal choice for construction of the interval estimates of the common mean in the heteroscedastic one-way model.

Keywords

ENG
interlaboratory trials, common mean, generalized p-values, Kenward-Roger method

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Discussiones Mathematicae Probability and Statistics
2003/23/2
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Pages:
123-145
Main language of publication
English
Received
2003-01-09
Accepted
2003-12-09
Published
2003

DOI: 10.7151/dmps.1040

Exact and natural sciences