Authors: Hartung,Joachim
Knapp, Guido
Title: Confidence Intervals for the Between Group Variance in the Unbalanced One-Way Random Effects Model of Analysis of Variance
Language (ISO): en
Abstract: A confidence interval for the between group variance is proposed which is deduced from Wald's exact confidence interval for the ratio of the two variance components in the one-way random effects model and the exact confidence interval for the error variance resp. an unbiased estimator of the error variance. In a simulation study the confidence coefficients for these two intervals are compared with the confidence coefficients of two other commonly used confidence intervals. There, the confidence interval derived here yields confidence coefficients which are always greater than the prescribed level.
Subject Headings: variance components
unbalanced one-way nested model
Wald's confidence interval
URI: http://hdl.handle.net/2003/5007
http://dx.doi.org/10.17877/DE290R-15043
Issue Date: 2000
Publisher: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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