On confidence intervals for the among-group variance in the one-way random effects model with unequal error variances

On confidence intervals for the among-group variance in the one-way random effects model with unequal error variances
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DOI:
10.1016/j.jspi.2003.09.032
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发表时间:
2005-01-01
影响因子:
0.9
通讯作者:
Knapp, G
Knapp, G
中科院分区:
数学3区
文献类型:
--
作者:
Hartung, J;Knapp, G

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在误差方差不等的单向随机效应模型中,基于组均值的二次型,考虑了两种不同的方法来构造两组方差的置信区间.在一种方法中,区间的界限是通过求解非线性方程来确定的,而在第二种方法中,界限是显式给出的。通过在两种方法中引入凸性修正项,我们改进了原始区间,得到了实际置信系数更接近名义置信系数的区间。通过模拟研究,我们表明,改进的置信区间,从每种方法可以推荐用于实际使用。(C)2003 Elsevier B.V.保留所有权利。
Based on a quadratic form of the group means, we consider two different approaches to construct a confidence interval for the among-group variance in the one-way random effects model with unequal error variances. In one approach the limits of the interval are determined by solving non-linear equations whereas in the second approach the bounds are given explicitly. By using correction terms for convexity in both approaches, we improve the primary intervals and obtain intervals whose actual confidence coefficients are closer to the nominal confidence coefficient. By means of a simulation study, we show that an improved confidence interval from each approach can be recommended for the practical use. (C) 2003 Elsevier B.V. All rights reserved.