Fast and reliable confidence intervals for a variance component
方差分量的快速可靠置信区间
Summary We show that in a variance component model, confidence intervals with asymptotically correct uniform coverage probability can be obtained by inverting certain test statistics based on the score for the restricted likelihood. The results hold in settings where the variance component is near or at the boundary of the parameter set. Simulations indicate that the proposed test statistics are approximately pivotal and lead to confidence intervals with near-nominal…