On the Insensitivity Region for Fixed Effects Parameters and Its Relative Position to the Confidence Region for Variance Components

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F09%3A00009143" target="_blank" >RIV/00216275:25410/09:00009143 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

On the Insensitivity Region for Fixed Effects Parameters and Its Relative Position to the Confidence Region for Variance Components

Original language description

The maximum likelihood estimators of the fixed effects parameters need a suitable choice of a variance components starting value in the mixed linear regression models. The question is how to choose these starting values and what does happen if we changethem with some small drift. The task is to find a set of admissible input variance components values, it means a set of input values which cause only a small increase of the standard deviation of the estimator of any linear combination of the fixed effects parameters. Such a set is called an insensitivity region for fixed effects parameters. This paper should show an explicit formulation of this set, its properties and possible utilization.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

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Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2009

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Journal of Applied Mathematics

ISSN

1337-6365

e-ISSN

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Volume of the periodical

3

Issue of the periodical within the volume

2

Country of publishing house

SK - SLOVAKIA

Number of pages

9

Pages from-to

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UT code for WoS article

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EID of the result in the Scopus database

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