Laplace random effects models for interlaboratory studies
A model is introduced for measurements obtained in collaborative interlaboratory studies, comprising measurement errors and random laboratory effects that have Laplace distributions, possibly with heterogeneous, laboratory-specific variances. Estimators are suggested for the common median and for its standard deviation. We provide predictors of the laboratory effects, and of their pairwise differences, along with the standard errors of these predictors. Explicit formulas are given for all estimators, whose sampling performance is assessed in a Monte Carlo simulation study.
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- Roger Koenker & Kevin F. Hallock, 2001.
Journal of Economic Perspectives,
American Economic Association, vol. 15(4), pages 143-156, Fall.
- Wilcox, Rand R., 2006. "Comparing medians," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1934-1943, December.
- Davies, Laurie, 1991. "A stochastic model for interlaboratory tests," Computational Statistics & Data Analysis, Elsevier, vol. 12(2), pages 201-209, September.
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