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

Viktor Witkovský; Alexander Savin; Gejza Wimmer

Discussiones Mathematicae Probability and Statistics (2003)

- Volume: 23, Issue: 2, page 123-145
- ISSN: 1509-9423

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topViktor Witkovský, Alexander Savin, and Gejza Wimmer. "On small sample inference for common mean in heteroscedastic one-way model." Discussiones Mathematicae Probability and Statistics 23.2 (2003): 123-145. <http://eudml.org/doc/287632>.

@article{ViktorWitkovský2003,

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.},

author = {Viktor Witkovský, Alexander Savin, Gejza Wimmer},

journal = {Discussiones Mathematicae Probability and Statistics},

keywords = {interlaboratory trials; common mean; generalized p-values; Kenward-Roger method; generalized -values},

language = {eng},

number = {2},

pages = {123-145},

title = {On small sample inference for common mean in heteroscedastic one-way model},

url = {http://eudml.org/doc/287632},

volume = {23},

year = {2003},

}

TY - JOUR

AU - Viktor Witkovský

AU - Alexander Savin

AU - Gejza Wimmer

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

JO - Discussiones Mathematicae Probability and Statistics

PY - 2003

VL - 23

IS - 2

SP - 123

EP - 145

AB - 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.

LA - eng

KW - interlaboratory trials; common mean; generalized p-values; Kenward-Roger method; generalized -values

UR - http://eudml.org/doc/287632

ER -

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