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Laplace random effects models for interlaboratory studies

Author

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  • Rukhin, Andrew L.
  • Possolo, Antonio

Abstract

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.

Suggested Citation

  • Rukhin, Andrew L. & Possolo, Antonio, 2011. "Laplace random effects models for interlaboratory studies," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1815-1827, April.
  • Handle: RePEc:eee:csdana:v:55:y:2011:i:4:p:1815-1827
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    References listed on IDEAS

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    1. Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521845731.
    2. Davies, Laurie, 1991. "A stochastic model for interlaboratory tests," Computational Statistics & Data Analysis, Elsevier, vol. 12(2), pages 201-209, September.
    3. Wilcox, Rand R., 2006. "Comparing medians," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1934-1943, December.
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    Cited by:

    1. Andrew L. Rukhin, 2013. "Estimating heterogeneity variance in meta-analysis," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(3), pages 451-469, June.

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