Abstract #301020

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JSM 2003 Abstract #301020
Activity Number: 207
Type: Contributed
Date/Time: Tuesday, August 5, 2003 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #301020
Title: A Comparison of Confidence Intervals on Variance Components
Author(s): Amy E. Wagler*+
Companies: Oklahoma State University
Address: 39 S. University Pl., Stillwater, OK, 74075-4510,
Keywords: variance components ; confidence intervals ; small samples
Abstract:

In general linear mixed models it is often of interest to estimate a variance component. Problems with accurate estimation of the variance component occur when the number of treatment levels for that variance component is small since common estimation techniques rely on asymptotic normality assumptions for large samples. This study investigates the empirical confidence levels and interval lengths associated with confidence intervals constructed for variance components of a general linear mixed model. By comparing the empirical confidence levels and lengths of intervals for confidence intervals based on the Wald statistic and the Type III ANOVA statistic, general conclusions and recommendations are made for specific random treatment levels, numbers of repetitions, and the random effect variance.

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