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Original Articles

Confidence intervals and tests on the variance ratio in random models with two variance components

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Pages 1135-1164 | Published online: 27 Jun 2007
 

Abstract

The LM test is modified to test any value of the ratio of two variance components in a mixed effects linear model with two variance components. The test is exact, so it can be used to construct exact confidence intervals on this ratio.Exact Neyman-Pearson (NP) tests on the variance ratio are described.Their powers provide attainable upper bounds on powers of tests on the variance ratio.Efficiencies of LM tests, which include ANOVA tests, and NP tests are compared for unbalanced, random, one-way ANOVA models.Confidence intervals corresponding to LM tests and NP tests are described.

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