Confidence Intervals on Variance Components


Book Description

Summarizes information scattered in the technical literature on a subject too new to be included in most textbooks, but which is of interest to statisticians, and those who use statistics in science and education, at an advanced undergraduate or higher level. Overviews recent research on constructin







Confidence Intervals for Functions of Variance Components


Book Description

Moreover, it is extremely easy to implement and delivers both "equal-tail" and "shortest-length" confidence intervals for any parametric function of interest. (In contrast, only a small number of MLS methods have prescriptions for computing a sort of "shortest-length" interval.) We demonstrate the effectiveness of the proposed method for estimating several commonly studied functions of variance components in various standard models, including the two-way random effects model (with and without interaction), the two-fold nested random effects model and the three-factor cross-classification random effects model. We show that the proposed intervals easily maintain the nominal confidence level and have average interval lengths that are comparable to or better than those of the best existing methods. Moreover, we show that in a particular application, the standard MLS method of Gui et al. (1995) can be extremely liberal, while the proposed method easily maintains the nominal confidence level.
















Confidence Intervals on Several Functions of the Components of Variance in a One-way Random Effects Experiment


Book Description

Variability is inherent in most data and often it is useful to study the variability so scientists are able to make more accurate statements about their data. One of the most popular ways of analyzing variance in data is by making use of a one-way ANOVA which consists of partitioning the variability among observations into components of variability corresponding to between groups and within groups. One then has [Theta](subY)(superscript 2)=[Theta] (sub A) (superscript)2+[Theta](sub e)(superscript 2). Thus there are two variance components. In certain situations, in addition to estimating these components of variance, it is important to estimate functions of the variance components. This report is devoted to methods for constructing confidence intervals for three particular functions of variance components in the unbalanced One- way random effects models. In order to compare the performance of the methods, simulations were conducted using SAS® and the results were compared across several scenarios based on the number of groups, the number of observations within each group, and the value of sigma (sub A)(superscript 2).




Confidence Intervals for Functions of Variance Components


Book Description

In this project confidence intervals were determined for the functions of variance components. These included one-sided and two-sided confidence intervals. Since no method is available for exact (exact confidence coefficients) for confidence intervals on the functions of variance components considered, confidence intervals with approximate confidence coefficients were examined. In each case large simulation studies were conducted to determine how good the confidence intervals are. In cases where alternative methods are available, they were compared to the procedures in this project.