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