A Simple General Method for Constructing Confidence Intervals for Functions of Variance Components
A Simple General Method for Constructing Confidence Intervals for Functions of Variance Components
复制标题
构造方差分量函数置信区间的简单通用方法
DOI：
10.1198/004017001316975943
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发表时间：
2001
期刊：
影响因子：
2.5
通讯作者：
Andy K. L. Chiang
中科院分区：
文献类型：
--
作者：
Andy K. L. Chiang
本文提出了一种构造平衡正态理论模型中方差分量的任意函数的置信区间的简单通用方法。“替代变量”的概念作为方法描述的一部分被引入。该方法的“长尾”和“最短长度”置信区间可以使用模拟轻松计算。作为一个例子，双向随机效应模型被认为是。结果表明，所提出的方法产生的区间是可比的置信系数和平均长度的最好的现有方法所产生的。
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.