### Abstract

The confidence level of the usual interval for a ratio of variance components is contingent on normally distributed random variables. In this article we focus on confidence intervals for ratios of variance components in balanced one-way random effects models based on the large-sample properties of restricted maximum likelihood (REML) estimators. While this procedure does not require that the random variables be normally distributed, one must estimate a parameter that is a function of the kurtosis of the underlying distributions. Simulation results indicate that REML-based confidence interval methods outperform other well-known methods in the majority of the cases considered.

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

Pages (from-to) | 349-362 |

Number of pages | 14 |

Journal | Communications in Statistics - Theory and Methods |

Volume | 44 |

Issue number | 2 |

DOIs | |

State | Published - Jan 17 2015 |

### Fingerprint

### Keywords

- Intraclass correlation coefficient
- One-way random effects model
- REML

### ASJC Scopus subject areas

- Statistics and Probability

### Cite this

**Improved large-sample confidence intervals for ratios of variance components in nonnormal distributions.** / Burch, Brent D.

Research output: Contribution to journal › Article

}

TY - JOUR

T1 - Improved large-sample confidence intervals for ratios of variance components in nonnormal distributions

AU - Burch, Brent D

PY - 2015/1/17

Y1 - 2015/1/17

N2 - The confidence level of the usual interval for a ratio of variance components is contingent on normally distributed random variables. In this article we focus on confidence intervals for ratios of variance components in balanced one-way random effects models based on the large-sample properties of restricted maximum likelihood (REML) estimators. While this procedure does not require that the random variables be normally distributed, one must estimate a parameter that is a function of the kurtosis of the underlying distributions. Simulation results indicate that REML-based confidence interval methods outperform other well-known methods in the majority of the cases considered.

AB - The confidence level of the usual interval for a ratio of variance components is contingent on normally distributed random variables. In this article we focus on confidence intervals for ratios of variance components in balanced one-way random effects models based on the large-sample properties of restricted maximum likelihood (REML) estimators. While this procedure does not require that the random variables be normally distributed, one must estimate a parameter that is a function of the kurtosis of the underlying distributions. Simulation results indicate that REML-based confidence interval methods outperform other well-known methods in the majority of the cases considered.

KW - Intraclass correlation coefficient

KW - One-way random effects model

KW - REML

UR - http://www.scopus.com/inward/record.url?scp=84919629092&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84919629092&partnerID=8YFLogxK

U2 - 10.1080/03610926.2012.743567

DO - 10.1080/03610926.2012.743567

M3 - Article

VL - 44

SP - 349

EP - 362

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

SN - 0361-0926

IS - 2

ER -