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The ANOVA-type inference in linear mixed model with skew-normal error

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Abstract

Linear mixed effect models with skew-normal errors and distribution-free random effects are considered. The ANOVA-type F-tests are proposed to test the significance of random effects and the hypothesis on fixed effects of interest, respectively. Both tests are proved to be exact F-tests under this model, and the exact confidence interval for fixed effects of interest is derived. Simulation results are given to study the powers of ANOVA-type tests.

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Authors and Affiliations

  1. College of Applied Sciences, Beijing University of Technology, Beijing, 100022, China

    Mixia Wu, Jing Zhao & Yan Zhao

  2. Department of Mathematical Sciences, New Mexico State University, Las Cruces, USA

    Tonghui Wang

Authors
  1. Mixia Wu
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  2. Jing Zhao
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  3. Tonghui Wang
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  4. Yan Zhao
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Corresponding author

Correspondence to Mixia Wu.

Additional information

This research was supported by the National Natural Science Foundation of China under Grant Nos. 11171011 and 11471036, the Natural Science Foundation of Beijing under Grant No. 1132007, Beijing Municipal Science and Technology Project under Grant No. km201410005011.

This paper was recommended for publication by Editor XU Jin.

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Wu, M., Zhao, J., Wang, T. et al. The ANOVA-type inference in linear mixed model with skew-normal error. J Syst Sci Complex 30, 710–720 (2017). https://doi.org/10.1007/s11424-017-5253-2

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  • DOI: https://doi.org/10.1007/s11424-017-5253-2

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