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Kybernetika 39(3):317-332, 2003.

Sensitivity Analysis in Singular Mixed Linear Models with Constraints.

Eva Fišerová and Lubomír Kubáček


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.


Keywords: mixed linear model with constraints; confidence region; sensitiveness;


AMS: 62J05; 62F10; 62F25;


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BIB TeX

@article{kyb:2003:3:317-332,

author = {Fi\v{s}erov\'{a}, Eva and Kub\'{a}\v{c}ek, Lubom\'\i{r} },

title = {Sensitivity Analysis in Singular Mixed Linear Models with Constraints.},

journal = {Kybernetika},

volume = {39},

year = {2003},

number = {3},

pages = {317-332}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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