A COMPARISON OF ESTIMATION METHODS ON THE COVERAGE PROBABILITY OF SATTERTHWAITE CONFIDENCE INTERVALS FOR ASSAY PRECISION WITH UNBALANCED DATA

Edwin van den Heuvel (1)

1 Faculty of Mathematics & Natural Sciences

Construction of closed-form confidence intervals on linear combinations of variance components were developed generically for balanced data and studied for simple analysis of variance models. Satterthwaite approach is generalized to unbalanced data and modified to increase its coverage probability. They are applied on measures of precision in combination with (restricted) maximum likelihood and Henderson III Type 1 & 3 estimation. Simulation studies do not show superiority of any of the possible combinations of estimation methods and Satterthwaite approaches on three precision measures. However, the modified Satterthwaite approach with Henderson III Type 3 estimation is often preferred above the other combinations.

Mots clés: Physical Sciences

Edwin van den Heuvel. 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, 2010, 39 (04), pp.777-794. ⟨10.1080/03610911003646373⟩. ⟨hal-00583551⟩