ArticleOriginal scientific text

Title

Estimators and tests for variance components in cross nested orthogonal designs

Authors 1, 1, 2

Affiliations

  1. Department of Mathematics, Faculty of Science and Technology, New University of Lisbon, Monte da Caparica 2829-516 Caparica, Portugal
  2. Institute of Mathematics, University of Zielona Góra, Podgórna 50, 65-246 Zielona Góra, Poland

Abstract

Explicit expressions of UMVUE for variance components are obtained for a class of models that include balanced cross nested random models. These estimators are used to derive tests for the nullity of variance components. Besides the usual F tests, generalized F tests will be introduced. The separation between both types of tests will be based on a general theorem that holds even for mixed models. It is shown how to estimate the p-value of generalized F tests.

Keywords

hypothesis testing, generalized F distribution, adaptative test, nested orthogonal designs

Bibliography

  1. M. Fonseca, J.T. Mexia and R. Zmyślony, Estimating and testing of variance components: an application to a grapevine experiment, Biometrical Letters 40 (1) (2003), 1-7.
  2. M. Fonseca, J.T. Mexia and R. Zmyślony, Exact distribution for the generalized F tests, Discuss. Math.-Probability and Satatistics 1,2 (2002), 37-51.
  3. A.I. Khuri, Direct Products: A powerful tool for the analysis of balanced data, Commun. Stat. Theory, 11 (1977), 2903-2929.
  4. A.I. Khuri, T. Matthew and B.K. Sinha, Statistical Tests for Mixed Linear Models, Wiley 1997.
  5. M. Loeve, Probability Theory, D. van Nostrand Company 1963.
  6. J. Seely and G. Zyskind, Linear spaces and minimum variance unbiased estimation, Ann. Math. Stat. 42 (1971), 691-703.
  7. J. Seely and G. Zyskind, Quadratic subspaces and completeness, Ann. Math. Stat. 42 (1971), 710-721.
  8. J. Seely, Minimal sufficient statistics and completeness for multivariate normal families, Sankhya, Ser. (A) 39 (1977), 170-185.
  9. T.A. Severini, Likelihood Methods in Statistics, Oxford University Press 2000.
  10. W.H. Steeb, Kronecker Product and Applications, Manheim 1991.
  11. R. Zmyślony, Completeness for a family of normal distributions, Mathematical Statistics, Banach Cent. Publ. 6 (1980), 355-357.
  12. A. Michalski and R. Zmyślony, Testing hypotheses for variance components in mixed linear models, Statistics (3-4) 27 (1996), 297-310.
  13. R. Zmyślony and S. Zontek, On robust estimation of variance components via von Mises functionals, Discuss. Math.-Algebra and Stoch. Methods, 15 (2) (1995), 349-362.
  14. A. Michalski and R. Zmyślony, Testing hypotheses for linear functions of parameters in mixed linear models, Tatra Mt. Math. Publ. 17 (1999), 103-110.
  15. S. Zontek, Robust estimation in linear models to spatially located sensors and random input, Tatra Mountain Publications 17 (1999), 301-310.
Pages:
175-201
Main language of publication
English
Received
2003-10-17
Accepted
2003-12-17
Published
2003
Exact and natural sciences