## Abstract

The confidence level of the usual interval for a ratio of variance components is contingent on normally distributed random variables. In this article we focus on confidence intervals for ratios of variance components in balanced one-way random effects models based on the large-sample properties of restricted maximum likelihood (REML) estimators. While this procedure does not require that the random variables be normally distributed, one must estimate a parameter that is a function of the kurtosis of the underlying distributions. Simulation results indicate that REML-based confidence interval methods outperform other well-known methods in the majority of the cases considered.

Original language | English (US) |
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Pages (from-to) | 349-362 |

Number of pages | 14 |

Journal | Communications in Statistics - Theory and Methods |

Volume | 44 |

Issue number | 2 |

DOIs | |

State | Published - Jan 17 2015 |

## Keywords

- Intraclass correlation coefficient
- One-way random effects model
- REML

## ASJC Scopus subject areas

- Statistics and Probability