daewr (version 1.2-7)

vci: confidence limits for method of moments estimators of variance components

Description

function for getting confidence intervals on variance components estimated by the method of moments

Usage

vci(confl,c1,ms1,nu1,c2,ms2,nu2)

Value

returned delta, Lower and Upper limits

Arguments

confl

input- confidence level

c1

input - linear combination coefficient of ms1 in the estimated variance component

ms1

input - Anova mean square 1

nu1

input - Anova degrees of freedom for mean square 1

c2

input - linear combination coefficient of ms2 in the estimated variance component

ms2

input - Anova mean square 2

nu2

input - Anova degrees of freedom for mean square 2

Author

John Lawson

Examples

vci(.90,.05,.014852,2,.05,.026885,18)
## The function is currently defined as
vci<-function(confl,c1,ms1,nu1,c2,ms2,nu2){
  delta<-c1*ms1-c2*ms2
  alpha<-1-confl
  Falpha1<-qf(confl,nu1,10000000)
  Falpha12<-qf(confl,nu1,nu2)
  Fconf2<-qf(alpha,nu2,10000000)
  Fconf12<-qf(alpha,nu1,nu2)
  Falpha2<-qf(confl,nu2,10000000)
  Fconf1<-qf(alpha,nu1,10000000)
  Fconf12<-qf(alpha,nu1,nu2)
  G1<-1-(1/Falpha1)
  H2<-(1/Fconf2)-1
  G12<-((Falpha12-1)**2-G1**2*Falpha12**2-H2**2)/Falpha12
  VL<-G1**2*c1**2*ms1**2+H2**2*c2**2*ms2**2+G12*c1*c2*ms1*ms2
  H1<-(1/Fconf1)-1
  G2<-1-(1/Falpha2)
  H12<-((1-Fconf12)**2-H1**2*Fconf12**2-G2**2)/Fconf12
  VU<-H1**2*c1**2*ms1**2+G2**2*c2**2*ms2**2
  L<-delta-sqrt(VL)
  U<-delta+sqrt(VU)
  cat("delta=",delta," Lower Limit=",L," Upper Limit=",U,"\n")
}