Sensitivity analysis in singular mixed linear models with constraints. (English) Zbl 1248.62112

Summary: 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. An algorithm for 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. The problem of geometrical characterization of the confidence domain is also presented.


62J05 Linear regression; mixed models
62F30 Parametric inference under constraints
62F25 Parametric tolerance and confidence regions
65C60 Computational problems in statistics (MSC2010)
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