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Using Confidence Intervals to Test Variance Components

Summary: Tests of hypotheses for variance components are often of interest in random effects analysis of variance models. However, in many applications, exact tests are not available and approximate methods must be used. Many investigators form approximate tests based on "quasi" F ratios. A different approach based on a confidence interval for the variance component is proposed in this paper. The approach is illustrated with a random effects three-factor crossed design, and guidelines are provided for application to other designs.

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  • Topics:
  • Keywords: Analysis of variance (ANOVA),Variance (statistics),Random variables,Testing,Confidence intervals
  • Author: Burdick, Richard
  • Journal: Journal of Quality Technology