Sensitivity Analysis for the Decomposition of Mixed Partitioned Multivariate Models into Two Seemingly Unrelated Submodels

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989592%3A15310%2F14%3A33155516" target="_blank" >RIV/61989592:15310/14:33155516 - isvavai.cz</a>

Result on the web

<a href="http://www.ajs.or.at/index.php/ajs/article/view/vol43-3-1/25" target="_blank" >http://www.ajs.or.at/index.php/ajs/article/view/vol43-3-1/25</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.17713/ajs.v43i3.29" target="_blank" >10.17713/ajs.v43i3.29</a>

Result language

angličtina

Original language name

Sensitivity Analysis for the Decomposition of Mixed Partitioned Multivariate Models into Two Seemingly Unrelated Submodels

Original language description

The paper is focused on the decomposition of mixed partitioned multivariate models into two seemingly unrelated submodels in order to obtain more ecient estimators. The multiresponses are independently normally distributed with the same covariance matrix. The partitioned multivariate model is considered either with, or without an intercept. The elimination transformation of the intercept that preserves the BLUEs of parameter matri- ces and the MINQUE of the variance components in multivariate models with and without an intercept is stated. Procedures on testing the decomposition of the partitioned model are presented. The properties of plug-in test statistics as functions of variance compo- nents are investigated by sensitivity analysis and insensitivity regions for the signi cance level are proposed. The insensitivity region is a safe region in the parameter space of the variance components where the approximation of the variance components can be used without any essential deteriorat

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

BA - General mathematics

OECD FORD branch

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Project

<a href="/en/project/EE2.3.20.0170" target="_blank" >EE2.3.20.0170: Building of Research Team in the Field of Environmental Modeling and the Use of Geoinformation Systems with the Consequence in Participation in International Networks and Programs</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year

2014

Confidentiality

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

Name of the periodical

Austrian Journal of Statistics

ISSN

1026-597X

e-ISSN

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Volume of the periodical

43

Issue of the periodical within the volume

3-4

Country of publishing house

AT - AUSTRIA

Number of pages

13

Pages from-to

167-179

UT code for WoS article

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EID of the result in the Scopus database

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