线性混合效应模型中的信托推理
Jie Yang1, Xinmin Li1, Hongwei Gao1
1School of Mathematics and Statistics, Qingdao University, Qingdao 266071, China.
我们为线性混合效应 (LME) 模型引入了一个新的信托推理框架,统一参数估计. 这种方法提供了准确的置信区间,并且对小样本大小有效.
科学领域:
- 统计 统计 统计 统计
- 统计建模 统计建模
背景情况:
- 线性混合效应模型 (LME) 在各种科学领域被广泛使用.
- 在LME模型中推断的标准方法可能很复杂,特别是在小样本大小或处理方差元件时.
研究的目的:
- 为LME模型开发一种新的信托推断框架.
- 重构随机效应的标准偏差作为统一推理的系数.
- 提供适用于小样本大小和同时参数估计的方法.
主要方法:
- 在LME模型中开发了一个用于信托推断的新框架.
- 重构了随机效应的标准偏差作为系数.
- 导出精确的信托密度作为可逆马尔科夫链的平衡量度.
- 用贝叶斯式和概率分析方法比较置信区间和差异推断.
主要成果:
- 信托密度在形式上相当于贝叶斯式LME,具有非信息先验.
- 该框架将随机效应和其他参数的推理同时统一.
- 拟议的方法不需要为零方差进行额外的测试,并且适用于小样本大小.
- 信任性信心区间与贝叶斯式和概率分析方法相似.
- 随机效应的差异推断显示了与概率比率测试的竞争力.
结论:
- 新的信托推断框架为LME模型提供了统一和高效的方法.
- 这种方法对于小样本大小和复杂的差异结构特别有利.
- 信托方法为LME建模中现有的推断方法提供了一个强大的替代方案.
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