Chisquared and related inducing pivot variables: an application to orthogonal mixed models

Dário Ferreira; Sandra S. Ferreira; Célia Nunes; Miguel Fonseca; João T. Mexia

doi:10.1080/03610926.2013.770532

Chisquared and related inducing pivot variables: an application to orthogonal mixed models

Dário Ferreira, Sandra S. Ferreira, Célia Nunes, Miguel Fonseca, João T. Mexia

DM - Departamento de Matemática

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Abstract

We use chi-squared and related pivot variables to induce probability measures for model parameters, obtaining some results that will be useful on the induced densities. As illustration we considered mixed models with balanced cross nesting and used the algebraic structure to derive confidence intervals for the variance components. A numerical application is presented.

Original language	English
Pages (from-to)	5445-5466
Number of pages	22
Journal	Communications in Statistics - Theory and Methods
Volume	48
Issue number	22
DOIs	https://doi.org/10.1080/03610926.2013.770532
Publication status	Published - 17 Nov 2019

Keywords

Inducing pivot variables
measurable functions
variance components

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10.1080/03610926.2013.770532Licence: Other

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keywords = "Inducing pivot variables, measurable functions, variance components",

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AU - Nunes, Célia

AU - Fonseca, Miguel

AU - Mexia, João T.

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KW - measurable functions

KW - variance components

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Chisquared and related inducing pivot variables: an application to orthogonal mixed models

Abstract

Keywords

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