On estimating approximate degrees of freedom of chi-squared approximations
作者:
C Ming Wang,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1994)
卷期:
Volume 23,
issue 3
页码: 769-788
ISSN:0361-0918
年代: 1994
DOI:10.1080/03610919408813198
出版商: Marcel Dekker, Inc.
关键词: approximate F tests;Behrens-Fisher problem;Satterthwaite approximation;variance components
数据来源: Taylor
摘要:
In statistical applications involving linear models, many inferences can only be made based on statistics that are functions of positive linear combinations of mean squares. The Satterthwaite procedure is commonly used to approximate the distribution of such a linear combination to a chi-squared with appropriate degrees of freedom. This article presents a new procedure, based on recent work on confidence intervals, for determining this approximate degrees of freedom. Numerical examples are also given to compare the performance of the proposed method with other approximations
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