Project of the Slovak Research and Development Agency (APVV) LPP-0388-09

Duration of the project: 09/2009 - 08/2012

Principal investigator: Doc. RNDr. Viktor Witkovský, CSc.

Acronym of the project: VARCOMP

Project of the Slovak Research and Development Agency (APVV)

Project Summary

The project is focused on the construction of confidence intervals for variance components in linear mixed models with more than two variance components; in particular, on the application of generalized inference method in this problem. Concrete procedures (either approximate or generalized) have been previously proposed only in special cases of the considered model and have been compared with each other only by means of simulation. Thus, the aim of the project is to study the properties of and the relationships between the already proposed intervals in greater detail, and subsequently, to expand the class of situations for which a procedure exists. The deeper knowledge of the properties of the suggested intervals should be profitable not only when choosing a suitable procedure for a concrete application, but also when suggesting new procedures with better qualities.

Publications

ARENDACKÁ, B.: Approximate interval for the between-group variance under heteroscedasticity. Journal of Statistical Computation & Simulation (First published on: 17 August 2011 (iFirst)), 2011, DOI:10.1080/00949655.2011.606548.

ARENDACKÁ, B.: A note on fiducial generalized pivots for σ^2_A in one-way heteroscedastic ANOVA with random effects. Statistics (First published on: 02 February 2011 (iFirst)), 2011, DOI: 10.1080/02331888.2010.540669.

ARENDACKÁ, B.: A simple confidence interval for the common mean. In: Advanced Mathematical and Computational Tools in Metrology and Testing IX. World Scientific Publ. Co., Singapore. 2011, Accepted for publication.

ARENDACKÁ, B.: Bootstrap in common mean estimation - a case study. In: M. Tyšler, J. Maňka, V. Witkovský, editors, MEASUREMENT 2011, Proceedings of the 8th International Conference on Measurement Smolenice, Slovakia, April 27-30, 2011, 2011, 69-72. Institute of Measurement Science, Slovak Academy of Sciences, Bratislava.

ARENDACKÁ, B.: Jednofaktorová heteroskedastická ANOVA - intervaly pre variančné komponenty. Informační bulletin České statistické společnosti 22 (3), 2010, 1-8.