关键词: 同方差, 异方差, 混合效应模型, 广义置信域, 广义枢轴量

Abstract:

This paper discusses inferences for the fixed effects of balanced mixed effects models under both homoscedasticity and heteroscedasticity.By the generalized approach to make statistical inference, we derive the generalized confidence regions and the generalized p-values concerning the fixed effects. Simulation studies show that the performances of the confidence regions are satisfactory.

Key words: heteroscedasticity, homoscedasticity, generalized confidence region, generalized pivotal, mixed effects model