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Activity Number: 291
Type: Contributed
Date/Time: Tuesday, July 31, 2012 : 8:30 AM to 10:20 AM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #304747
Title: Confidence Interval for Functions of the Parameters in a Linear Mixed Model
Author(s): Jia Liu*+ and William Q. Meeker and Dan Nordman
Companies: Iowa State University and Iowa State University and Iowa State University
Address: 610 Squaw Creek Dr., Ames, IA, 50010-6782, United States
Keywords: likelihood ; Wald ; bootstrap ; Bayesian

Linear mixed-effects models are widely used in many areas of applications, including agriculture, biology, economics, and engineering. In many applications, there is a strong interest in estimating functions of the model parameters. We were motivated by applications in reliability and nondestructive evaluation. The direct computation of a confidence interval of those functions is difficult and there are several competing procedures for computing such intervals. For example procedures based on the likelihood ratio statistic, the Wald statistics, simulation or bootstrap method, and Bayesian method are available. We used our motivating applications to construct a canonical model. We compare the different confidence interval procedures with respect to coverage properties and computational speeds.

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