CAJ | 학술논문

本文利用广义p值和广义置信区间的概念构造含有三个随机效应的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.通过模拟给出检验的功效和置信区间的覆盖率.模拟结果表明,广义p值理论方法应用于含有冗余参数的Panel数据模型参数检验问题是灵活而有效的.
본문이용엄의p치화엄의치신구간적개념구조함유삼개수궤효응적Panel수거모형중방차분량적궤충신적정학검험화치신구간,병토론타문재척도변환하적불변성.통과모의급출검험적공효화치신구간적복개솔.모의결과표명,엄의p치이론방법응용우함유용여삼수적Panel수거모형삼수검험문제시령활이유효적.
In this paper,some new exact tests and confidence intervals of variance components in Panel data model with three random effects are constructed base on the concepts of generalized p value and generalized confidence interval.Invariance of these tests and confidence intervals under scale transformation is also discussed in the paper.The powers of these tests and coverage probabilities are obtained by numerical simulations.It is shown that generalized p value method is feasible and effective to resolve the hypothesis testing problems with nuisance parameters.