Confidence intervals for the comparison of variability estimates for a mixed model

In this paper, we develop methods for generating confidence intervals for the comparison of variability estimates in a mixed‐effects model. A generalized confidence interval (GCI) is developed and contrasted to the modified large sample (MLS) method with an adjustment for a fixed effect. The methods...

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Bibliographic Details
Published in:Quality and reliability engineering international 2008-02, Vol.24 (1), p.37-53
Main Authors: Daniels, Lorraine, Borror, Connie M., Burdick, Richard K.
Format: Article
Language:English
Subjects:
analysis of variance
mixed model
variance components
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Summary:In this paper, we develop methods for generating confidence intervals for the comparison of variability estimates in a mixed‐effects model. A generalized confidence interval (GCI) is developed and contrasted to the modified large sample (MLS) method with an adjustment for a fixed effect. The methods are assessed using a computer simulation. Recommendations are provided for selecting an appropriate method. Copyright © 2007 John Wiley & Sons, Ltd.
ISSN:0748-8017
1099-1638
DOI:10.1002/qre.865