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- W2024792234 abstract "This paper deals with the problem of simultaneously estimating multiple ratios. In the simplest case of only one ratio parameter, Fieller's theorem (J. Roy. Statist. Soc. Ser. B 16 (1954) 175) provides a confidence interval for the single ratio. For multiple ratios, there is no method available to construct simultaneous confidence intervals that exactly satisfy a given familywise confidence level. Many of the methods in use are conservative since they are based on probability inequalities. In this paper, first we consider exact simultaneous confidence sets based on the multivariate t-distribution. Two approaches of determining the exact simultaneous confidence sets are outlined. Second, approximate simultaneous confidence intervals based on the multivariate t-distribution with estimated correlation matrix and a resampling approach are discussed. The methods are applied to ratios of linear combinations of the means in the one-way layout and ratios of parameter combinations in the general linear model. Extensive Monte Carlo simulation is carried out to compare the performance of the various methods with respect to the stability of the estimated critical points and of the coverage probabilities." @default.
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- W2024792234 date "2006-08-01" @default.
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- W2024792234 title "Simultaneous confidence sets and confidence intervals for multiple ratios" @default.
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- W2024792234 doi "https://doi.org/10.1016/j.jspi.2004.11.009" @default.
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