1. College of Applied Sciences, Beijing University of Technology, Beijing 100022, China
2. Department of Mathematics and Information Science, Binzhou University, Binzhou 256603, China
Abstract In this paper, some new exact tests and confidence intervals of variance components in panel data model with four random effects are developed by using generalized $p$ value and generalized confidence interval. Invariance of these tests and confidence intervals under scale transformation is also discussed. It is showed that the generalized $p$ value is feasible and effective to resolve the hypothesis testing problems with nuisance parameters. Simulation shows that the test of generalized $p$ value is powerful with its testing size approximating nominal level.
ZHAO Jing, CHENG Wei-hu, WU Mi-xia, ZHAO Yan. Generalized $p$-value tests of variance components in panel data model. Applied Mathematics A Journal of Chinese Universities, 2014, 29(2): 171-179.
