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Title: A modification of the Hartung-Knapp confidence interval on the variance component in two-variance-component models (English)
Author: Arendacká, Barbora
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 43
Issue: 4
Year: 2007
Pages: 471-480
Summary lang: English
Category: math
Summary: We consider a construction of approximate confidence intervals on the variance component $\sigma ^2_1$ in mixed linear models with two variance components with non-zero degrees of freedom for error. An approximate interval that seems to perform well in such a case, except that it is rather conservative for large $\sigma ^2_1/\sigma ^2,$ was considered by Hartung and Knapp in [hk]. The expression for its asymptotic coverage when $\sigma ^2_1/\sigma ^2\rightarrow \infty $ suggests a modification of this interval that preserves some nice properties of the original and that is, in addition, exact when $\sigma ^2_1/\sigma ^2\rightarrow \infty .$ It turns out that this modification is an interval suggested by El-Bassiouni in [eb]. We comment on its properties that were not emphasized in the original paper [eb], but which support use of the procedure. Also a small simulation study is provided. (English)
Keyword: variance components
Keyword: approximate confidence intervals
Keyword: mixed linear model
MSC: 62F25
MSC: 62J10
idZBL: Zbl 1134.62018
idMR: MR2377925
Date available: 2009-09-24T20:25:47Z
Last updated: 2012-06-06
Stable URL:
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