Comparison of confidence intervals for variance components with unbalanced data
- 1 May 1997
- journal article
- research article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 58 (1) , 83-97
- https://doi.org/10.1080/00949659708811823
Abstract
We compare the performance of three easily-computed confidence intervals for functions of variance components in the one-way random effect model. The confidence intervals are studied for three underlying generating distributions and a variety of sample sizes and degrees of unbalancedness. Confidence intervals based on the asymptotic covariance matrix for maximum likelihood estimates of the parameters perform poorly for small sample sizes for any function of the between variance component, regardless of the underlying distribution of the random effects.Keywords
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