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Confidence intervals for the between group variance in the unbalanced one-way random effects model of analysis of variance

Author

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  • Hartung, Joachim
  • Knapp, Guido

Abstract

A confidence interval for the between group variance is proposed which is deduced from Wald’s exact confidence interval for the ratio of the two variance components in the one-way random effects model and the exact confidence interval for the error variance resp. an unbiased estimator of the error variance. In a simulation study the confidence coefficients for these two intervals are compared with the confidence coefficients of two other commonly used confidence intervals. There, the confidence interval derived here yields confidence coefficients which are always greater than the prescribed level.

Suggested Citation

  • Hartung, Joachim & Knapp, Guido, 2000. "Confidence intervals for the between group variance in the unbalanced one-way random effects model of analysis of variance," Technical Reports 2000,04, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:200004
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    File URL: https://www.econstor.eu/bitstream/10419/77133/2/2000-04.pdf
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    Citations

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    Cited by:

    1. Xuhua Liu & Xingzhong Xu, 2016. "Confidence distribution inferences in one-way random effects model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(1), pages 59-74, March.
    2. Jiratampradab Arisa & Supapakorn Thidaporn & Suntornchost Jiraphan, 2022. "Comparison of confidence intervals for variance components in an unbalanced one-way random effects model," Statistics in Transition New Series, Polish Statistical Association, vol. 23(4), pages 149-160, December.
    3. Härtung Joachim & Argaç Doğan, 2002. "Confidence Intervals On The Among Group Variance Component In An Unbalanced And Heteroscedastic One-Way Random Effects Model," Statistics & Risk Modeling, De Gruyter, vol. 20(1-4), pages 331-354, April.
    4. Inkyung Jung & Pranab Kumar Sen, 2008. "Robust testing for random effects in unbalanced heteroscedastic one-way models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(4), pages 305-317.

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