Decision theory for the variance ratio in one-way ANOVA with random effects
Mostra el registre complet Registre parcial de l'ítem
- dc.contributor.author Longford, Nicholas T.
- dc.contributor.author Andrade, Mercedes
- dc.date.accessioned 2024-03-11T10:24:36Z
- dc.date.available 2024-03-11T10:24:36Z
- dc.date.issued 2015
- dc.description.abstract Estimating a variance component in the model of analysis of variance with random effects and testing the hypothesis that the variance vanishes are important issues in many applications. Such inferences are beyond the confines of the standard (asymptotic) theory because a zero variance is on the boundary of the parameter space and the maximum likelihood or another reasonable estimator of variance has a non-trivial probability of zero in many settings. We derive decision rules regarding the variance ratio in balanced one-way analysis of variance, in both the frequentist and Bayesian perspectives. We argue that this approach is superior to hypothesis testing because it incorporates the consequences of the two kinds of error (incorrect choice) that may be committed. An application to a track athlete’s training performance is presented.
- dc.format.mimetype application/pdf
- dc.identifier.citation Longford NT, Andrade M. Decision theory for the variance ratio in one-way ANOVA with random effects. Revista colombiana de estadística. 2015 Jan;38(1):181-207. DOI: 10.15446/rce.v38n1.48810
- dc.identifier.doi http://dx.doi.org/10.15446/rce.v38n1.48810
- dc.identifier.issn 0120-1751
- dc.identifier.uri http://hdl.handle.net/10230/59371
- dc.language.iso eng
- dc.publisher Universidad Nacional de Colombia. Departamento de Estadística
- dc.rights Copyright (c) 2015 Revista Colombiana de Estadística. This work is licensed under a Creative Commons Attribution 4.0 International License.
- dc.rights.accessRights info:eu-repo/semantics/openAccess
- dc.rights.uri http://creativecommons.org/licenses/by/4.0/
- dc.subject.keyword Analysis of variance with Random effects
- dc.subject.keyword Decision
- dc.subject.keyword Equilibrium
- dc.subject.keyword Expected loss
- dc.subject.keyword Variance ratio
- dc.title Decision theory for the variance ratio in one-way ANOVA with random effects
- dc.type info:eu-repo/semantics/article
- dc.type.version info:eu-repo/semantics/publishedVersion