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《Chinese Journal of Applied Probability and Statistics》 2010-01
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Exact Tests of Variance Components in Panel Data Model

Cheng Jing1,2 Wang Songgui3 Yue Rongxian1(1Mathematics and Science College,Shanghai Normal University,Shanghai,200234)(2Department of Mathematics,Chaohu college,Chaohu,238000)(3College of Applied Sciences,Beijing University of Technology,Beijing,100022)  
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.
【Fund】: 国家自然科学基金项目(10671129);; 教育部高校博士点专项基金项目(20060270002)资助
【CateGory Index】: O212.1
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【References】
Chinese Journal Full-text Database 3 Hits
1 YANG Xiaoxia;FAN Yonghui;College of Mathematical Science,Tianjin Normal University;;Optimality of two-stage estimator in Panel models under mean squared error criterion[J];天津师范大学学报(自然科学版);2015-04
2 ZHAO Jing;CHENG Wei-hu;WU Mi-xia;ZHAO Yan;College of Applied Sciences,Beijing University of Technology;Department of Mathematics and Information Science,Binzhou University;;Generalized p-value tests of variance components in panel data model[J];高校应用数学学报A辑;2014-02
3 ZHAO JING;WANG SONGGUI;WANG LEI;Department of Mathematics and Information Science,Binzhou University;College of Applied Sciences,Beijing University of Technology;;Exact Tests of Variance Components in Nested Error.Component Regression Model[J];应用概率统计;2014-01
【Co-references】
Chinese Journal Full-text Database 9 Hits
1 XIE Qi-chang;School of Economics,Shandong Institute of Business and Technology;;Two-Step Estimation Procedure for Nonparametric Panel Data Models with Fixed Effects[J];复旦学报(自然科学版);2015-03
2 ZHANG Rui;FAN Yonghui;College of Mathematical Science,Tianjin Normal University;;Improvement of two-step estimation in Panel data model[J];天津师范大学学报(自然科学版);2013-04
3 SUN Dehong;LI Xiling;College of Management,Beijing Union University;;Study on the Influence of FDI on the Low Carbon Economic Development in China Based on the PANEL DATA Model[J];生态经济(学术版);2013-02
4 Jin Chunyu1,2,Han Zhe2 and Zhang Haobo2(1.Center for Quantitative Economics of Jilin University,Changchun 130012; 2.Business College,Jilin University,Changchun 130012);An Empirical Analysis on the Relevance of Financial Development and Economic Growth in China Based on Panel-VAR Model[J];管理评论;2013-01
5 Cheng Jing1,2 Wang Songgui3 Yue Rongxian1(1Mathematics and Science College,Shanghai Normal University,Shanghai,200234)(2Department of Mathematics,Chaohu college,Chaohu,238000)(3College of Applied Sciences,Beijing University of Technology,Beijing,100022);Exact Tests of Variance Components in Panel Data Model[J];应用概率统计;2010-01
6 YE Ren-dao~1 WANG Song-gui~2 1.College of Business,Hangzhou Dianzi University,Hangzhou 310018; 2.College of Applied Sciences,Beijing University of Technology,Beijing 100124;Exact tests and confidence intervals in panel models[J];高校应用数学学报A辑;2008-04
7 MA Tiefeng, WANG Songgui (College of Applied Science, Beijing University of Technology, Beijing, 100022);The Comparison of Familiar Estimators in Panel Model[J];数学进展;2008-01
8 MA Tie-feng WANG Song-gui (College of Appl.Sci.,Beijing Univ.of Tech.,Beijing 100022,China);Test of variance components of linear mixed model[J];高校应用数学学报A辑;2007-04
9 WANG SONGGUI; FAN YONGHU (Beijing Polytechnic University, Beijing) (Institute of Applied Mathematics, Academia Sinica, Beijing);Optimality of Two-stage Estimator in Panel Models[J];应用概率统计;1998-02
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