Laplace random effects models for interlaboratory studies

  • Authors:
  • Andrew L. Rukhin;Antonio Possolo

  • Affiliations:
  • -;-

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2011

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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.