Fiducial intervals for variance components in an unbalanced two-component normal mixed linear model

• 成果类型: Article
• 署名作者: Lidong, E.; Hannig, Jan; Iyer, Hari
• 署名单位: Colorado State University System; Colorado State University Fort Collins
• 刊物名称: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
• ISSN/ISSBN: 0162-1459
• DOI: 10.1198/016214508000000229
• 发表日期: 2008
• 页码: 854-865
• 关键词: exact confidence-intervals; bio-assays; COMBINATIONS; heritability; ratio; designs; CLASSIFICATION

摘要

In this article we propose a new method for constructing confidence intervals for sigma(2)(alpha), sigma(2)(epsilon), and the interclass correlation rho = sigma(2)(alpha)/(sigma(2)(alpha)+sigma(2)(epsilon)) in a two-component mixed-effects linear model. This method is based on an extension of R. A. Fisher's fiducial argument. We conducted a simulation study to compare the resulting interval estimates with other competing confidence interval procedures from the literature. Our results demonstrate that the proposed fiducial intervals have satisfactory performance in terms of coverage probability, as well as shorter average confidence interval lengths overall. We also prove that these fiducial intervals have asymptotically exact frequentist coverage probability. The computations for the proposed procedures are illustrated using real data examples.