## Abstract

The conventional confidence interval for the intraclass correlation coefficient assumes equal-tail probabilities. In general, the equal-tail probability interval is biased and other interval procedures should be considered. Unbiased confidence intervals for the intraclass correlation coefficient are readily available. The equal-tail probability and unbiased intervals have exact coverage as they are constructed using the pivotal quantity method. In this article, confidence intervals for the intraclass correlation coefficient are built using balanced and unbalanced one-way random effects models. The expected length of confidence intervals serves as a tool to compare the two procedures. The unbiased confidence interval outperforms the equal-tail probability interval if the intraclass correlation coefficient is small and the equal-tail probability interval outperforms the unbiased interval if the intraclass correlation coefficient is large.

Original language | English (US) |
---|---|

Pages (from-to) | 3264-3275 |

Number of pages | 12 |

Journal | Communications in Statistics - Theory and Methods |

Volume | 37 |

Issue number | 20 |

DOIs | |

State | Published - Dec 1 2008 |

## Keywords

- Expected length
- Ghosh-Pratt identity
- One-way random effects model
- Variance components

## ASJC Scopus subject areas

- Statistics and Probability