Kybernetika 39 no. 3, 317-332, 2003

Sensitivity analysis in singular mixed linear models with constraints

Eva Fišerová and Lubomír Kubáček

Abstract:

The singular mixed linear model with constraints is investigated with respect to an influence of inaccurate variance components on a decrease of the confidence level. The algorithm for a determination of the boundary of the insensitivity region is given. It is a set of all shifts of variance components values which make the tolerated decrease of the confidence level only. The problem about geometrical characterization of the confidence domain is also presented.