zbMATH — the first resource for mathematics

Comparison of confidence intervals on the among group variance in the unbalanced variance component model. (English) Zbl 1123.62028
Summary: We compare four methods for constructing approximate confidence intervals on the among group variance components for the unbalanced one-way variance component model. A simulation study is conducted to compare the estimated coverage probabilities of these intervals. Two of these methods, the one by D. J. Park and R. K. Burdick [Performance of confidence intervals in regression models with unbalanced one-fold nested error structures. Commun. Stat., Simulation and Comput. 32, No. 3, 717–732 (2003; Zbl 1081.62540)] and the one by X. Li and G. Li [Confidence intervals on sum of variance components with unbalanced designs. Commun. Stat., Theory Methods 34, No. 4, 833–845 (2005; Zbl 1073.62027)], appear to be the best in all cases considered.

62F25 Parametric tolerance and confidence regions
62J10 Analysis of variance and covariance (ANOVA)
65C60 Computational problems in statistics (MSC2010)
Full Text: DOI
[1] DOI: 10.1081/SAC-120002714 · Zbl 1081.62520 · doi:10.1081/SAC-120002714
[2] DOI: 10.1081/SAC-120017858 · Zbl 1081.62540 · doi:10.1081/SAC-120017858
[3] DOI: 10.1214/aos/1176344202 · Zbl 0386.62057 · doi:10.1214/aos/1176344202
[4] Khuri, A. I. 1999. ”Further insights concerning the method of unweighted means”. 1–28. Gainesville, Florida: University of Florida. Technical Report 603, Department of Statistics
[5] DOI: 10.1080/00949658608810964 · Zbl 0609.62049 · doi:10.1080/00949658608810964
[6] Burdick R. K., Confidence Intervals on Variance Components (1992) · Zbl 0755.62055
[7] DOI: 10.1080/00949659008811240 · doi:10.1080/00949659008811240
[8] DOI: 10.1081/STA-200054391 · Zbl 1073.62027 · doi:10.1081/STA-200054391
[9] DOI: 10.2307/3001602 · doi:10.2307/3001602
[10] Williams J. S., Biometrika 49 pp 278– (1962) · Zbl 0138.13101 · doi:10.1093/biomet/49.1-2.278
[11] DOI: 10.2307/2289949 · doi:10.2307/2289949
[12] DOI: 10.2307/2290779 · Zbl 0785.62029 · doi:10.2307/2290779
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.