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A family of unbiased confidence intervals for a ratio of variance components

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  • Burch, Brent D.

Abstract

For linear mixed models having two variance components, one can compute exact confidence intervals for a ratio of the variances. We show that there is a family of unbiased intervals and highlight those unbiased intervals which have short expected length.

Suggested Citation

  • Burch, Brent D., 2021. "A family of unbiased confidence intervals for a ratio of variance components," Statistics & Probability Letters, Elsevier, vol. 169(C).
    • Handle: RePEc:eee:stapro:v:169:y:2021:i:c:s0167715220302686
    DOI: 10.1016/j.spl.2020.108965
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    References listed on IDEAS

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    1. Brent D. Burch & Ian R. Harris, 2001. "Closed-Form Approximations to the REML Estimator of a Variance Ratio (or Heritability) in a Mixed Linear Model," Biometrics, The International Biometric Society, vol. 57(4), pages 1148-1156, December.
    2. Hari K. Iyer & C.M. Jack Wang & Thomas Mathew, 2004. "Models and Confidence Intervals for True Values in Interlaboratory Trials," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1060-1071, December.
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