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Laplace random effects models for interlaboratory studies

  • Rukhin, Andrew L.
  • Possolo, Antonio
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    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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    File URL: http://www.sciencedirect.com/science/article/B6V8V-51JF7XY-1/2/c3b837c209f2f60a6232ecd51b773eca
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    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 55 (2011)
    Issue (Month): 4 (April)
    Pages: 1815-1827

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    Handle: RePEc:eee:csdana:v:55:y:2011:i:4:p:1815-1827
    Contact details of provider: Web page: http://www.elsevier.com/locate/csda

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    1. Wilcox, Rand R., 2006. "Comparing medians," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1934-1943, December.
    2. 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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    4. repec:cup:cbooks:9780521608275 is not listed on IDEAS
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