A modification of the Hartung-Knapp confidence interval on the variance component in two-variance-component models

Title:

A modification of the Hartung-Knapp confidence interval on the variance component in two-variance-component models

Creator:

Arendacká, Barbora

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:fa02ec92-8d52-4dad-b8df-458b040ad2f8
uuid:fa02ec92-8d52-4dad-b8df-458b040ad2f8

Subject:

variance components, approximate confidence intervals, and mixed linear models

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

We consider a construction of approximate confidence intervals on the variance component σ21 in mixed linear models with two variance components with non-zero degrees of freedom for error. An approximate interval that seems to perform well in such a case, except that it is rather conservative for large σ21/σ2, was considered by Hartung and Knapp in \cite{hk}. The expression for its asymptotic coverage when σ21/σ2→∞ suggests a modification of this interval that preserves some nice properties of the original and that is, in addition, exact when σ21/σ2→∞. It turns out that this modification is an interval suggested by El-Bassiouni in \cite{eb}. We comment on its properties that were not emphasized in the original paper \cite{eb}, but which support use of the procedure. Also a small simulation study is provided.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[471]-480

Source:

Kybernetika | 2007 Volume:43 | Number:4

Harvested from:

CDK

Metadata only:

false