| 平衡单向分类随机效应模型中的多个异常值检验 |
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| 引用本文： | 石磊,何利平,黄梅. 平衡单向分类随机效应模型中的多个异常值检验[J]. 数学物理学报(A辑), 2007, 27(3): 476-487 |
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| 作者姓名： | 石磊 何利平 黄梅 |
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| 作者单位： | 云南财经大学统计与数学学院，昆明医学院公共卫生学院，云南大学数学与统计学院 昆明 650221，昆明 650031，昆明 650091 |
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| 摘 要： | 该文研究平衡单向分类随机效应模型中多个异常值的检验问题. 在基于随机效应上的均值滑动模型下导出了似然比检验统计量, 并给出了其精确分布及水平异常值的检验过程. 在基于观测误差上的均值滑动模型下,利用得分检验统计量给出了多个异常值的检验过程.
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| 关 键 词： | 平衡单向分类随机效应模型 多个异常值 检验 得分统计量 |
| 文章编号： | 1003-3998（2007）03-476-12 |
| 收稿时间： | 2004-12-17 |
| 修稿时间： | 2004-12-172006-01-15 |
Detection of Mutiple-outliers in Random-effects Model of Balanced One-way Classification |
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| Shi Lei,He Liping,Huang Mei. Detection of Mutiple-outliers in Random-effects Model of Balanced One-way Classification[J]. Acta Mathematica Scientia, 2007, 27(3): 476-487 |
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| Authors: | Shi Lei He Liping Huang Mei |
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| Affiliation: | 1.Statistics and Mathematics College, Yunnan University of Finance and Economics, Kunming 650221; 2.Faculty of Public Health, Kunming Medical College, Kunming 650031; 3.Mathematics and Statistics College, Yunnan University,Kunming 650091 |
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| Abstract: | This paper studies the detection of multiple-outliers in balanced random-effects model of one-way classification.The authors derive the likelihood ratio test under the mean- shift model in random-effects.The distribution of test statistic is given and employed to obtain the test procedure.The authors also study the test of mean-shift outlier model in error variables, and a score test is used to identify the multiple-outliers in the data. |
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| Keywords: | Random-effects model of one-way classification Mutiple-outliers Test Score statistic. |
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