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2022 | 23 | nr 4 | 149--160
Tytuł artykułu

Comparison of Confidence Intervals for Variance Components in an Unbalanced One-Way Random Effects Model

Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
The purpose of this paper is to study and compare the methods for constructing confidence intervals for variance components in an unbalanced one-way random effects model. The methods are based on a classical exact, generalised pivotal quantity, a fiducial inference and a fiducial generalised pivotal quantity. The comparison of criteria involves the empirical coverage probability that maintains at the nominal confidence level of 0.95 and the shortest average length of the confidence interval. The simulation results show that the method based on the generalised pivotal quantity and the fiducial inference perform very well in terms of both the empirical coverage probability and the average length of the confidence interval. The classical exact method performs well in some situations, while the fiducial generalised pivotal quantity performs well in a very unbalanced design. Therefore, the method based on the generalised pivotal quantity is recommended for all situations.(original abstract)
Rocznik
Tom
23
Numer
Strony
149--160
Opis fizyczny
Twórcy
  • Kasetsart University, Bangkok, Thailand
  • Kasetsart University, Bangkok, Thailand
  • Chulalongkorn University, Thailand
Bibliografia
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171662966

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