异方差下增长曲线模型的统计推断

Inference for a Growth Curve Model Under Heteroscedasticity

  • 摘要: 研究异方差增长曲线模型. 基于未知参数的广义枢轴量,讨论了固定效应是否相等的假设检验问题,给出了固定效应两两差的同时置信区间和固定效应的置信域. 模拟研究显示所给检验犯第一类错误概率和所给置信区间、置信域的覆盖概率都接近置信水平.

     

    Abstract: A widely used growth curve model is considered without the assumption of equal error variances. Based on the generalized pivotal quantities of the unknown parameters, hypotheses of the equality of the fixed effects were discussed. The simultaneous confidence intervals for all pair-wise differences and confidence regions of the fixed effects were given. Simulation results show that the type Ⅰ error rates of the proposed test and the coverage probabilities of the proposed confidence intervals and regions are close to the nominal level.

     

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