Confidence intervals on sum of variance components with unbalanced designs

doi:10.1081/STA-200054391

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	Confidence intervals on sum of variance components with unbalanced designs
	Li, XM ; Li, GY
	2005
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN	0361-0926
卷号	34 期号:4 页码:833-845
摘要	In this article, a new method is proposed for constructing confidence intervals on the response variance in the unbalanced case of the one-way variance component model via generalized inference. It is shown that the generalized pivotal quantity in the method can be derived by the fiducial method directly and easily. To compare the resulted interval with the Modified Large Sample ( MLS) interval by Burdick and Graybill ( 1984) and an approximate generalized confidence interval, a simulation study is conducted. The results indicate that the proposed method performs better than the other two methods, especially for very unbalanced designs.
关键词	coverage probability generalized pivotal quantity variance component
DOI	10.1081/STA-200054391
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000229291100009
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/1640
专题	中国科学院数学与系统科学研究院
通讯作者	Li, XM
作者单位	1.Shandong Univ Technol, Coll Math & Informat Sci, Shandong 255049, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Li, XM,Li, GY. Confidence intervals on sum of variance components with unbalanced designs[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2005,34(4):833-845.
APA	Li, XM,&Li, GY.(2005).Confidence intervals on sum of variance components with unbalanced designs.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,34(4),833-845.
MLA	Li, XM,et al."Confidence intervals on sum of variance components with unbalanced designs".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 34.4(2005):833-845.