Nonparametric estimation in one-way random effects models
- 1 January 1988
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 17 (3) , 887-903
- https://doi.org/10.1080/03610918808812702
Abstract
We present a rank based method for obtaining point and interval estimates of a scale version of the intraclass correlation coefficient in a one-way random effects model. When compared to the method of Arvesen and Schmitz (1970), the new method is not only applicable to a broader class of situations, but also much easier to implement. Results of a simulation study indicate that the new procedure compares favorably with the Arvesen-Schmitz procedure and the classical normal theory procedure especially If the random components have heavy tailed distributions.Keywords
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