Panel数据模型中方差分量的广义p值检验
Applied Mathematics A Journal of Chinese Universities（2014）
Abstract
利用广义p值和广义置信区间的概念构造含有四个随机效应的Panel数据模型中方差分量的几种新的精确检验和置信区间,并讨论它们在尺度变换下的不变性.模拟结果表明,这种检验能很好地控制检验水平.
MoreKey words
random effect,generalized p value,generalized confidence interval,variance component
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