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

Abstract

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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.

How to cite

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Viktor 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 -

References

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