Two-level analysis of covariance structures for unbalanced designs with small level-one samples.
Two-level analysis of covariance structures for unbalanced designs with small level-one samples.
复制标题
具有小一级样本的不平衡设计的协方差结构的两级分析。
DOI：
10.1111/j.2044-8317.1992.tb00980.x
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发表时间：
1992
期刊：
影响因子：
--
通讯作者：
Poon,WY
中科院分区：
文献类型：
--
作者：
Lee,SY;Poon,WY
本文的主要目的是发展协方差结构的两水平分析的基本统计理论。主要的统计推断的渐近结果，如估计量的渐近分布和拟合优度检验统计量，是基于只有少量水平一单位的非平衡设计导出的。在计算上，它表明，解决方案可以通过标准程序，如LISREL，EQS和COSAN。通过一个人工示例和一个真实的生活示例来说明估计的行为。还研究了将结果推广到更一般的两能级模型以及任意分布和椭圆分布的情况的可能性。
The main purpose of this paper is to develop basic statistical theory for two‐level analysis of covariance structures. Major asymptotic results for statistical inference, such as the asymptotic distributions of the estimator and the goodness‐of‐fit test statistic are derived, based on an unbalanced design with only small numbers of level‐one units. Computationally, it is shown that the solution can be obtained via standard programs, such as LISREL, EQS and COSAN. The behaviour of the estimates is illustrated by an artificial example and a real‐life example. Some possibilities of extending the results to a more general two‐level model, and to situations with arbitrary distributions and elliptical distributions are also investigated.