Advances and Applications in Statistics
Volume 3, Issue 3, Pages 229 - 241
(December 2003)
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CONFIDENCE INTERVALS FOR THE VARIANCE RATIO IN MIXED LINEAR MODELS
H. A. Charif (U. A. E.)
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Abstract: This
paper proposes a combined pivotal quantity for
constructing exact interval estimates for the
ratio of variance components in a mixed linear
model. The expected length of the new interval
is then compared with existing methods using
real data sets. The proposed interval is found
to maintain a shorter expected length over a
wide range of the parameter values, and thus
is recommended for use in practice. |
Keywords and phrases: Wald test, locally most powerful, Neyman-Pearson, unbalanced design, variance components, combined tests, pivotal quantities. |
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