EPSRC Reference: |
GR/S21977/01 |
Title: |
Accurate robust inference for linear mixed models |
Principal Investigator: |
Welsh, Professor A |
Other Investigators: |
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Researcher Co-Investigators: |
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Project Partners: |
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Department: |
Social Statistics |
Organisation: |
University of Southampton |
Scheme: |
Standard Research (Pre-FEC) |
Starts: |
01 October 2002 |
Ends: |
31 December 2002 |
Value (£): |
4,140
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EPSRC Research Topic Classifications: |
Statistics & Appl. Probability |
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EPSRC Industrial Sector Classifications: |
Chemicals |
Environment |
Healthcare |
Pharmaceuticals and Biotechnology |
No relevance to Underpinning Sectors |
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Related Grants: |
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Panel History: |
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Summary on Grant Application Form |
Professor C.A. Field will visit the Faculty of Mathematical Studies, University of Southampton for a total of 9 weeks. During this visit, he will collaborate with Professor A.H. Welsh on the problem of constructing accurate, robust confidence intervals and p-values for the parameters in mixed linear models. The project will begin by constructing saddlepoint approximations to the sampling distributions of robust estimators of the parameters . As pivotal quantities are not readily available for estimators of the parameters of mixed linear models, eliminating unknown nuisance parameters from the saddlepoint approximations is difficult. The research will pursue two approaches to eliminating nuisance parameters which appear promising from previous work:
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Key Findings |
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Potential use in non-academic contexts |
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Impacts |
Description |
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Summary |
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Date Materialised |
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Sectors submitted by the Researcher |
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Project URL: |
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Further Information: |
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Organisation Website: |
http://www.soton.ac.uk |