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Linear model with inaccurate variance components. (English) Zbl 0870.62056
Summary: A linear model with approximate variance components is considered. Differences among approximate and actual values of variance components influence the proper position and the shape of confidence ellipsoids, the level of statistical tests and their power function. A procedure how to recognize whether these differences can be neglected is given in the paper.

MSC:
62J05 Linear regression; mixed models
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References:
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