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异方差下增长曲线模型的统计推断

Keywords: 广义枢轴量,增长曲线,异方差,混合模型

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Abstract:

研究异方差增长曲线模型.基于未知参数的广义枢轴量,讨论了固定效应是否相等的假设检验问题,给出了固定效应两两差的同时置信区间和固定效应的置信域.模拟研究显示所给检验犯第一类错误概率和所给置信区间、置信域的覆盖概率都接近置信水平.

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