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Abstract:
Based on the generalized inference idea, a new kind of generalized confidence intervals is derived for the among-group variance component in the heteroscedastic one-way random effects model. We construct structure equations of all variance components in the model based on their minimal sufficient statistics; meanwhile, the fiducial generalized pivotal quantity (FGPQ) can be obtained through solving an implicit equation of the parameter of interest. Then, the confidence interval is derived naturally from the FGPQ. Simulation results demonstrate that the new procedure performs very well in terms of both empirical coverage probability and average interval length.
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Source :
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
ISSN: 0361-0918
Year: 2017
Issue: 3
Volume: 46
Page: 2299-2310
0 . 9 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:66
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 1
SCOPUS Cited Count: 2
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 9
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