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|Title:||A simple general method for constructing confidence intervals for functions of variance components|
Modified large-sample method
Two-way random-effects model
|Source:||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.|
|Appears in Collections:||Staff Publications|
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