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Details of Grant 

EPSRC Reference: GR/S21977/01
Title: Accurate robust inference for linear mixed models
Principal Investigator: Welsh, Professor A
Other Investigators:
Researcher Co-Investigators:
Project Partners:
Department: Social Statistics
Organisation: University of Southampton
Scheme: Standard Research (Pre-FEC)
Starts: 01 October 2002 Ends: 31 December 2002 Value (£): 4,140
EPSRC Research Topic Classifications:
Statistics & Appl. Probability
EPSRC Industrial Sector Classifications:
Chemicals Environment
Healthcare Pharmaceuticals and Biotechnology
No relevance to Underpinning Sectors
Related Grants:
Panel History:  
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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Organisation Website: http://www.soton.ac.uk