Computes modified-large-sample (MLS) confidence intervals on the between-group and within-group variance components of a balanced one-way random-effects ANOVA, following Burdick & Graybill (1992). MLS intervals have substantially better coverage than the Satterthwaite or simple-Wald intervals when the components are far from zero, and they are the standard interval method in generalizability theory (Brennan, 2001).
variance_components_mls(
ms_between,
ms_within,
df_between,
df_within,
n,
conf_level = 0.95
)A data.frame with rows for the point estimates
and MLS lower / upper CIs of the between-group variance component
(\(\sigma^2_b\)), the within-group component (\(\sigma^2_w\)),
and the implied intraclass correlation
(\(\rho = \sigma^2_b / (\sigma^2_b + \sigma^2_w)\)).
Mean square between groups (numerator of the ANOVA F).
Mean square within groups (denominator of the ANOVA F).
Degrees of freedom for the between-group MS (typically \(a - 1\) for \(a\) groups).
Degrees of freedom for the within-group MS (typically \(a (n - 1)\) for \(a\) groups of size \(n\)).
Number of observations per group (assumed balanced).
Confidence level for the CIs. Default 0.95.
Ken Kelley [email protected]
Point estimates. For a one-way random-effects ANOVA on \(a\) groups of size \(n\), the method-of-moments estimators are $$\hat\sigma^2_b \;=\; \max(0,\, (\mathit{MS}_b - \mathit{MS}_w)/n), \qquad \hat\sigma^2_w \;=\; \mathit{MS}_w.$$
Modified-large-sample CIs (Burdick-Graybill 1992). The MLS interval for \(\sigma^2_b\) is $$\left[\frac{\mathit{MS}_b - \mathit{MS}_w - \sqrt{V_L}}{n},\;\; \frac{\mathit{MS}_b - \mathit{MS}_w + \sqrt{V_U}}{n}\right],$$ with $$V_L \;=\; G_1^2 \mathit{MS}_b^2 + H_2^2 \mathit{MS}_w^2 + G_{12} \mathit{MS}_b \mathit{MS}_w, \qquad V_U \;=\; H_1^2 \mathit{MS}_b^2 + G_2^2 \mathit{MS}_w^2 + H_{12} \mathit{MS}_b \mathit{MS}_w,$$ where the constants \(G_1\), \(G_2\), \(H_1\), \(H_2\) and the cross-term constants \(G_{12}\), \(H_{12}\) depend on the degrees of freedom and on \(\chi^2\) and F quantiles at the chosen confidence level (Burdick & Graybill, 1992, equations 2.4.1--2.4.5 give the explicit formulas). The lower limit is truncated at zero. For the within-group component, the standard \(\chi^2\)-based CI on \(\mathit{MS}_w\) (Searle, Casella, & McCulloch, 1992) is used.
Caveats. MLS intervals assume balanced data and homogeneous variances within groups. For unbalanced data the appropriate analog is the Burdick-Graybill MLS extension to unequal sample sizes (Burdick & Graybill, 1992, Section 2.5), which is not implemented here.
Brennan, R. L. (2001). Generalizability theory. Springer.
Burdick, R. K., & Graybill, F. A. (1992). Confidence intervals on variance components. Marcel Dekker.
Searle, S. R., Casella, G., & McCulloch, C. E. (1992). Variance components. Wiley.
icc, var_icc, ss_aipe_icc
Other agreement and measurement:
R2_mixed_effects(),
content_validity_index(),
gwet_ac(),
icc_lmer(),
krippendorff_alpha(),
limits_of_agreement(),
lin_ccc()
# 1. Balanced one-way random-effects ANOVA: a = 10 groups, n = 5.
# Hypothetical MS_b = 6.0, MS_w = 1.5.
variance_components_mls(ms_between = 6.0, ms_within = 1.5,
df_between = 9, df_within = 40, n = 5)
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