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Publication Citation: Laplace Random Effects Models for Interlaboratory Studies

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Author(s): Andrew L. Rukhin; Antonio M. Possolo;
Title: Laplace Random Effects Models for Interlaboratory Studies
Published: November 25, 2010
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 uncertainty, as well as confidence intervals. We provide predictors of the laboratory effects, and of their pairwise differences, along with the corresponding uncertainties. Explicit formulas are given for these estimators, and their sampling performance is assessed in a Monte Carlo simulation study.
Citation: Technometrics
Volume: 55
Issue: 4
Pages: 14 pp.
Keywords: bayes estimators, degrees of equivalence, heteroscedasticity, laplace distribution, maximum likelihood estimation, meta-analysis, random effects model, interlaboratory study, key comparisons.
Research Areas: Statistics
PDF version: PDF Document Click here to retrieve PDF version of paper (630KB)