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Quantile dispersion graphs for analysis of variance estimates of variance components

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  • A. I. Khuri

Abstract

The exact distribution of an analysis of variance estimator of a variance component is obtained by determining its quantiles on the basis of R. B. Davies' algorithm. A plot of these quantiles provides useful information concerning the efficiency of the estimator, including the extent to which it can be negative. Furthermore, the variability in the values of each quantile is assessed by varying the values of the variance components for the model under consideration. The maximum and minimum of such quantile values can then be determined. A plot of the maxima and minima for various selected quantiles produces the so-called 'quantile dispersion graphs'. These graphs can be used to provide a comprehensive picture of the quality of estimation obtained with a particular design. They also provide an effective graphical tool for comparing designs on the basis of their estimation capabilities.

Suggested Citation

  • A. I. Khuri, 1997. "Quantile dispersion graphs for analysis of variance estimates of variance components," Journal of Applied Statistics, Taylor & Francis Journals, vol. 24(6), pages 711-722.
    • Handle: RePEc:taf:japsta:v:24:y:1997:i:6:p:711-722
    DOI: 10.1080/02664769723440
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    Cited by:

    1. Juneyoung Lee & Andre Khuri, 1999. "Graphical technique for comparing designs for random models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 933-947.
    2. S. Mukhopadhyay & S. W. Looney, 2009. "Quantile dispersion graphs to compare the efficiencies of cluster randomized designs," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(11), pages 1293-1305.
    3. Loeza-Serrano, S. & Donev, A.N., 2014. "Construction of experimental designs for estimating variance components," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 1168-1177.
    4. S.P. Singh & S. Mukhopadhyay & A. Roy, 2015. "Comparison of three-level cluster randomized trials using quantile dispersion graphs," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(8), pages 1792-1812, August.

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