Please use this identifier to cite or link to this item: https://doi.org/10.1198/004017001316975943
Title: A simple general method for constructing confidence intervals for functions of variance components
Authors: Chiang, A.K.L. 
Keywords: ANOVA
Balanced models
Gauge R&R
Modified large-sample method
Surrogate variables
Two-way random-effects model
Issue Date: Aug-2001
Citation: Chiang, A.K.L. (2001-08). A simple general method for constructing confidence intervals for functions of variance components. Technometrics 43 (3) : 356-367. ScholarBank@NUS Repository. https://doi.org/10.1198/004017001316975943
Abstract: A simple general method is proposed for constructing confidence intervals for arbitrary functions of variance components in balanced normal-theory models. The concept of "surrogate variables" is introduced as part of the description of the method. "Equal tail" and "shortest-length" confidence intervals from this method can be computed easily using simulations. As an illustration, the two-way random-effects model is considered. It is shown that the proposed method produces intervals that are comparable in confidence coefficient and average length to those produced by the best existing methods.
Source Title: Technometrics
URI: http://scholarbank.nus.edu.sg/handle/10635/104974
ISSN: 00401706
DOI: 10.1198/004017001316975943
Appears in Collections:Staff Publications

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