| Title:
|
A modification of the Hartung-Knapp confidence interval on the variance component in two-variance-component models (English) |
| Author:
|
Arendacká, Barbora |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
43 |
| Issue:
|
4 |
| Year:
|
2007 |
| Pages:
|
471-480 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
We consider a construction of approximate confidence intervals on the variance component $\sigma ^2_1$ 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 $\sigma ^2_1/\sigma ^2,$ was considered by Hartung and Knapp in [hk]. The expression for its asymptotic coverage when $\sigma ^2_1/\sigma ^2\rightarrow \infty $ suggests a modification of this interval that preserves some nice properties of the original and that is, in addition, exact when $\sigma ^2_1/\sigma ^2\rightarrow \infty .$ It turns out that this modification is an interval suggested by El-Bassiouni in [eb]. We comment on its properties that were not emphasized in the original paper [eb], but which support use of the procedure. Also a small simulation study is provided. (English) |
| Keyword:
|
variance components |
| Keyword:
|
approximate confidence intervals |
| Keyword:
|
mixed linear model |
| MSC:
|
62F25 |
| MSC:
|
62J10 |
| idZBL:
|
Zbl 1134.62018 |
| idMR:
|
MR2377925 |
| . |
| Date available:
|
2009-09-24T20:25:47Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135789 |
| . |
| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
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| Reference:
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| . |
