Geodesic
Sensitivity analysis in singular mixed linear models with constraints
Kybernetika, Tome 39 (2003) no. 3, pp. 317-332
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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.
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.
Classification : 62F10, 62F25, 62F30, 62J05, 65C60
Keywords: mixed linear model with constraints; confidence region; sensitiveness 
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     url = {http://geodesic.mathdoc.fr/item/KYB_2003_39_3_a7/}
}
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Fišerová, Eva; Kubáček, Lubomír. Sensitivity analysis in singular mixed linear models with constraints. Kybernetika, Tome 39 (2003) no. 3, pp. 317-332. http://geodesic.mathdoc.fr/item/KYB_2003_39_3_a7/

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