Comparing equal-tail probability and unbiased confidence intervals for the intraclass correlation coefficient

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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 languageEnglish (US)
Pages (from-to)3264-3275
Number of pages12
JournalCommunications in Statistics - Theory and Methods
Volume37
Issue number20
DOIs
StatePublished - Dec 1 2008

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Keywords

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

ASJC Scopus subject areas

  • Statistics and Probability

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