APPLICATIONS OF MATHEMATICS, Vol. 41, No. 6, pp. 433-445, 1996

Linear model with inaccurate variance components

Lubomir Kubacek

Lubomir Kubacek, Department of Mathematical Analysis and Applied Mathematics, Faculty of Natural Sciences, Palacky University, Tomkova 40, 779 00 Olomouc, Czech Republic, e-mail: kubacekl@risc.upol.cz

Abstract: A linear model with approximate variance components is considered. Differences among approximate and actual values of variance components influence the proper position and the shape of confidence ellipsoids, the level of statistical tests and their power function. A procedure how to recognize whether these diferences can be neglected is given in the paper.

Keywords: mixed linear model, linear model with variance components

Classification (MSC 1991): 62J05


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