IDEAS home Printed from https://ideas.repec.org/a/bla/scjsta/v47y2020i3p817-838.html
   My bibliography  Save this article

Confidence intervals for variance component ratios in unbalanced linear mixed models

Author

Listed:
  • Mahesh N. Fernando
  • Ronald W. Butler

Abstract

Methods for constructing confidence intervals for variance component ratios in general unbalanced mixed models are developed. The methods are based on inverting the distribution of the signed root of the log‐likelihood ratio statistic constructed from either the restricted maximum likelihood or the full likelihood. As this distribution is intractable, the inversion is rather based on using a saddlepoint approximation to its distribution. Apart from Wald's exact method, the resulting intervals are unrivalled in terms of achieving accuracy in overall coverage, underage, and overage. Issues related to the proper “reference set” with which to judge the coverage as well as issues connected to variance ratios being nonnegative with lower bound 0 are addressed. Applications include an unbalanced nested design and an unbalanced crossed design.

Suggested Citation

  • Mahesh N. Fernando & Ronald W. Butler, 2020. "Confidence intervals for variance component ratios in unbalanced linear mixed models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(3), pages 817-838, September.
    • Handle: RePEc:bla:scjsta:v:47:y:2020:i:3:p:817-838
    DOI: 10.1111/sjos.12428
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/sjos.12428
    Download Restriction: no
    File URL: https://libkey.io/10.1111/sjos.12428?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Ole F. Christensen & Morten Frydenberg & Jens L. Jensen & Jørgen G. Pedersen, 2007. "Tests and Confidence Intervals for an Extended Variance Component Using the Modified Likelihood Ratio Statistic," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 34(2), pages 347-364, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      More about this item

      Statistics

      Access and download statistics

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:47:y:2020:i:3:p:817-838. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898 .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.