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| 引用本文： | 程靖,王松桂,岳荣先. Panel����ģ���з�������ľ�ȷ����[J]. 应用概率统计, 2010, 26(1): 89-98 |
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| 作者姓名： | 程靖 王松桂 岳荣先 |
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| 作者单位： | ???????????????,??????????,??????????????????? |
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| 基金项目： | 国家自然科学基金，哈尔滨工业大学校科研和教改项目 |
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| 摘 要： | 本文利用广义p值和广义置信区间的概念构造含有三个随机效应的Panel数据模型中方差分量的几种新的精确检验和置信区间,并讨论它们在尺度变换下的不变性.通过模拟给出检验的功效和置信区间的覆盖率. 模拟结果表明,广义p值理论方法应用于含有冗余参数的Panel数据模型参数检验问题是灵活而有效的.
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| 关 键 词： | Panel??????? ???Ч? ????p? ???????????? ???????. |
Exact Tests of Variance Components in Panel Data Model |
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| CHENG JING,WANG SONGGUI,YUE RONGXIAN. Exact Tests of Variance Components in Panel Data Model[J]. Chinese Journal of Applied Probability and Statisties, 2010, 26(1): 89-98 |
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| Authors: | CHENG JING WANG SONGGUI YUE RONGXIAN |
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| Affiliation: | Mathematics and Science College, Shanghai Normal University,Department of Mathematics, Chaohu college,College of Applied Sciences, Beijing University of Technology |
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| Abstract: | In this paper, some new exact tests andconfidence intervals of variance components in Panel data model withthree random effects are constructed base on the concepts ofgeneralized p value and generalized confidence interval. Invarianceof these tests and confidence intervals under scale transformationis also discussed in the paper.The powers of these tests andcoverage probabilities are obtained by numerical simulations. It isshown that generalized p value method is feasible and effective toresolve the hypothesis testing problems with nuisance parameters. |
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| Keywords: | Panel data model random effect generalized p value generalized confidence interval variance component |
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