首页 | 本学科首页   官方微博 | 高级检索  
     


Small sample properties of the power function ofF tests in two-way error component regression
Authors:Wang Songgui  Erkki P. Liski
Affiliation:(1) Department of Applied Mathematics, Beijing Polytechnic University, 100022 Beijing, China;(2) Institute of Applied Mathematics, the Chinese Academy of Sciences, 100080 Beijing, China;(3) Department of Mathematical Sciences, University of Tampere, P.O. Box 607, FIN-33101 Tampere, Finland
Abstract:In this paper we investigate properties of the power function of the generalized least squaresF test for linear hypotheses under regression models with two-way error component model. The covariance structure of the model depends on the correlation coefficients ρ1 and ρ2 corresponding to the random effects. This model has been frequently applied to the analysis of panel data. In general, we show that the power is a monotonically increasing function of ρ1(ρ2) in a region which is close to the ρ1(ρ2) axis, and a monotonically decreasing function of ρ1(ρ2) in a region close to the ρ2(ρ1) axis. This research is supported by the National Natural Science Foundation of China, the Natural Science Foundation of Beijing, a project of Science and Technology of Beijing Education Committee, the Academy of Finland, and the University of Tampere.
Keywords:Generalized least squaresF test  noncentrality parameter  variance components
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号