Sensitivity analysis in singular mixed linear models with constraints

Eva Fišerová; Lubomír Kubáček

Kybernetika (2003)

  • Volume: 39, Issue: 3, page [317]-332
  • ISSN: 0023-5954

Abstract

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The singular mixed linear model with constraints is investigated with respect to an influence of inaccurate variance components on a decrease of the confidence level. The algorithm for a determination of the boundary of the insensitivity region is given. It is a set of all shifts of variance components values which make the tolerated decrease of the confidence level only. The problem about geometrical characterization of the confidence domain is also presented.

How to cite

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Fišerová, Eva, and Kubáček, Lubomír. "Sensitivity analysis in singular mixed linear models with constraints." Kybernetika 39.3 (2003): [317]-332. <http://eudml.org/doc/33646>.

@article{Fišerová2003,
abstract = {The singular mixed linear model with constraints is investigated with respect to an influence of inaccurate variance components on a decrease of the confidence level. The algorithm for a determination of the boundary of the insensitivity region is given. It is a set of all shifts of variance components values which make the tolerated decrease of the confidence level only. The problem about geometrical characterization of the confidence domain is also presented.},
author = {Fišerová, Eva, Kubáček, Lubomír},
journal = {Kybernetika},
keywords = {mixed linear model with constraints; confidence region; sensitiveness; confidence regions},
language = {eng},
number = {3},
pages = {[317]-332},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Sensitivity analysis in singular mixed linear models with constraints},
url = {http://eudml.org/doc/33646},
volume = {39},
year = {2003},
}

TY - JOUR
AU - Fišerová, Eva
AU - Kubáček, Lubomír
TI - Sensitivity analysis in singular mixed linear models with constraints
JO - Kybernetika
PY - 2003
PB - Institute of Information Theory and Automation AS CR
VL - 39
IS - 3
SP - [317]
EP - 332
AB - The singular mixed linear model with constraints is investigated with respect to an influence of inaccurate variance components on a decrease of the confidence level. The algorithm for a determination of the boundary of the insensitivity region is given. It is a set of all shifts of variance components values which make the tolerated decrease of the confidence level only. The problem about geometrical characterization of the confidence domain is also presented.
LA - eng
KW - mixed linear model with constraints; confidence region; sensitiveness; confidence regions
UR - http://eudml.org/doc/33646
ER -

References

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  1. Kubáček L., Kubáčková L., Volaufová, and J., Statistical Models with Linear Structures, Veda, Bratislava 1995 
  2. Kubáček L., Linear model with inaccurate variance components, Appl. Math. 41 (1996), 433–445 (1996) MR1415250
  3. Kubáček L., Kubáčková L., Unified approach to determining nonsesitiveness regions, Tatra Mt. Math. Publ. 17 (1999), 121–128 (1999) MR1737699
  4. Kubáček L., Kubáčková L., Nonsensitiveness regions in universal models, Math. Slovaca 50 (2000), 2, 219–240 Zbl0984.62040MR1763121
  5. Lešanská E., Insensitivity regions for estimators of mean value parameters in mixed models with constraints, Tatra Mt. Math. Publ. 22 (2001), 37–49 Zbl1001.62012MR1889033
  6. Lešanská E., Effect of inaccurate components in mixed models with constraints, In: Proc. Datastat’01, Folia Fac. Sci. Nat. Univ. Masaryk. Brun. Math., Mathematica 11 2002, pp. 163–172 
  7. Rao C. R., Mitra S. K., Generalized Inverse of Matrices and its Applications, Wiley, New York – London – Sydney – Toronto 1971 Zbl0261.62051MR0338013
  8. Scheffé H., The Analysis of Variance, Wiley, New York – London – Sydney 1967 Zbl0998.62500MR1673563

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