IDEAS home Printed from https://ideas.repec.org/p/zbw/sfb475/200004.html
   My bibliography  Save this paper

Confidence intervals for the between group variance in the unbalanced one-way random effects model of analysis of variance

Author

Listed:
  • Hartung, Joachim
  • Knapp, Guido

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.

Suggested Citation

  • Hartung, Joachim & Knapp, Guido, 2000. "Confidence intervals for the between group variance in the unbalanced one-way random effects model of analysis of variance," Technical Reports 2000,04, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:200004
    as

    Download full text from publisher

    File URL: https://www.econstor.eu/bitstream/10419/77133/2/2000-04.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Härtung Joachim & Argaç Doğan, 2002. "Confidence Intervals On The Among Group Variance Component In An Unbalanced And Heteroscedastic One-Way Random Effects Model," Statistics & Risk Modeling, De Gruyter, vol. 20(1-4), pages 331-354, April.
    2. Xuhua Liu & Xingzhong Xu, 2016. "Confidence distribution inferences in one-way random effects model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(1), pages 59-74, March.
    3. Inkyung Jung & Pranab Kumar Sen, 2008. "Robust testing for random effects in unbalanced heteroscedastic one-way models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(4), pages 305-317.
    4. Jiratampradab Arisa & Supapakorn Thidaporn & Suntornchost Jiraphan, 2022. "Comparison of confidence intervals for variance components in an unbalanced one-way random effects model," Statistics in Transition New Series, Polish Statistical Association, vol. 23(4), pages 149-160, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:sfb475:200004. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/isdorde.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.