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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.

MSC:
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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References:
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