A comparison of estimation methods on the coverage probability of satterthwaite confidence intervals for assay precision with unbalanced data

Communications in Statistics: Simulation and Computation

Volumn 39, Issue 4, 2010, Pages 777-794

  Van Den Heuvel, Edwin R ^a  

^a UNIVERSITY OF GRONINGEN   (Netherlands)

Author keywords

Henderson III moment estimators; Likelihood estimators; Measures of precision; Satterthwaite confidence intervals; Unbalanced data; Variance components

Indexed keywords

CLOSED FORM; CONFIDENCE INTERVAL; COVERAGE PROBABILITIES; ESTIMATION METHODS; INTERLABORATORY STUDIES; LINEAR COMBINATIONS; MOMENT ESTIMATOR; RANDOM EFFECTS; SMALL SAMPLE SIZE; UNBALANCED DATA; VARIANCE COMPONENTS; VARIANCE MODELS;

ESTIMATION; REGRESSION ANALYSIS;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 77951085662     PISSN: 03610918     EISSN: 15324141     Source Type: Journal    
DOI: 10.1080/03610911003646373     Document Type: Article

References (16)

1. Ames, M. H., Webster, J. T. (1991). On estimating approximate degrees of freedom. Am. Stat. 45(2):45-50.
2. Burdick, R. K., Graybill, F. A. (1992). Confidence Intervals on Variance Components. New York: Marcel Dekker.
3. Burdick, R. K., Quiroz, J., Iyer, H. K. (2006). The present status of confidence interval estimation for one-factor random models. J. Stat. Plann. Infer. 136:4307-4325.
4. Henderson, C. R. (1953). Estimation of variance and covariance components. Biometrics 9:226-252.
5. ICH Steering Committee. (1996). Q2(R1): Validation of Analytical Procedures: Text and Methodology. ICH Harmonised Tripartite Guideline. Available online at http://www. ich.org/cache/compo/276-254-1.htmt
6. Jennings, D. E. (1987). How do we judge confidence-interval adequacy. Am. Stat. 41(4): 335-337.
7. Li, X., Li, G. (2005). Confidence intervals on sum of variance components with unbalanced designs. Comm. Stat. Theor. Meth. 34:833-845.
8. Littell, R. C., Milliken, G. A., Stroup, W. W., Wolfinger, R. D., Schabenberger, O. (2006). SAS® for Mixed Models. 2nd ed. Cary, NC: SAS Institute Inc.
9. Little, R. J. A., Rubin, D. B. (2002). Statistical Analysis with Missing Data. 2nd ed. New York: Wiley.
10. McCulloch, C. E., Searle, S. R. (2001). Generalized, Linear, and Mixed Models. New York: Wiley.
11. Nijhuis, M. B., van den Heuvel, E. R. (2007). Closed-form confidence intervals on measures of precision for an interlaboratory study. J. Biopharm. Stat. 17:123-142.
12. Satterthwaite, F. E. (1946). An approximate distribution of estimates of variance components. Biometrics Bull. 2:110-114.
13. Searle, S. R., Casella, G., McCulloch, C. E. (1992). Variance Components. New York: Wiley.
14. Swallow, W. H., Monahan, J. F. (1984). Monte Carlo comparison of ANOVA, MIVQUE, REML, and ML estimators of variance components. Technometrics 26(2):47-57.
15. Welch, B. L. (1956). On linear combinations of several variances. J. Am. Stat. Assoc. 52(273):132-148.
16. Zou, K. H., McDermott, M. P. (1999). Higher-moment approaches to approximate interval estimation for a certain intraclass correlation coefficient. Stat. Med. 18:2051-2061.