Maximum Likelihood Analysis for Heteroscedastic One‐Way Random Effects ANOVA in Interlaboratory Studies
- 1 March 1999
- journal article
- Published by Oxford University Press (OUP) in Biometrics
- Vol. 55 (1) , 129-136
- https://doi.org/10.1111/j.0006-341x.1999.00129.x
Abstract
Summary.This article presents results for the maximum likelihood analysis of several groups of measurements made on the same quantity. Following Cochran (1937,Journal of the Royal Statistical Society4(Supple), 102–118; 1954,Biometrics10, 101–129; 1980, inProceedings of the 25th Conference on the Design of Experiments in Army Research, Development and Testing, 21–33) and others, this problem is formulated as a one‐way unbalanced random‐effects ANOVA with unequal within‐group variances. A reparametrization of the likelihood leads to simplified computations, easier identification and interpretation of multimodality of the likelihood, and (through a non‐informative‐prior Bayesian approach) approximate confidence regions for the mean and between‐group variance.Keywords
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