Sequential confidence intervals for variance components in one-way random models

Taoufik Zoubeidi, Mohamed Y. El-Bassiouni

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

Abstract

A sequential procedure is introduced to construct controlled width confidence intervals for the among groups variance component, as well as for certain ratios of variance components, in one-way random models. Width is controlled in the sense that it does not exceed a predetermined precision d. Several asymptotic results concerning the proposed procedure are given along with simulation results to assess its performance in moderate sample size situations. The proposed interval is also compared with the confidence interval based on the modified large sample method. In addition, some alternatives are suggested to accelerate the proposed procedure. An expression for the asymptotic expected sample size, which was obtained as a by-product of the sequential procedure, is used to discuss planning considerations in one-way random designs.

Original languageEnglish
Pages (from-to)1185-1198
Number of pages14
JournalJournal of Statistical Planning and Inference
Volume137
Issue number4
DOIs
Publication statusPublished - Apr 1 2007

Keywords

  • Confidence intervals
  • Intra-class correlation
  • Modified large sample confidence intervals
  • Nested one-fold models
  • Sequential estimation
  • Subsampling
  • Two-stage sampling

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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