Fast and reliable confidence intervals for a variance component

Yiqiao Zhang, Karl Oskar Ekvall and Aaron J Molstad

Biometrika, 2025, vol. 112, issue 2, 107-22

Abstract: SummaryWe 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 coverage even in small samples. We illustrate the application of the proposed methods in spatially resolved transcriptomics, where we compute approximately 15 000 confidence intervals, used for gene ranking, in less than 4 minutes. In the settings we consider, the proposed method is between two and 28 000 times faster than popular alternatives, depending on how many confidence intervals are computed.

Keywords: Boundary point; Confidence interval; Heritability; Score test; Variance component (search for similar items in EconPapers)
Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1093/biomet/asaf010 (application/pdf)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:oup:biomet:v:112:y:2025:i:2:p:107-22.

Ordering information: This journal article can be ordered from
https://academic.oup.com/journals

Access Statistics for this article

Biometrika is currently edited by Paul Fearnhead

More articles in Biometrika from Biometrika Trust Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
Bibliographic data for series maintained by Oxford University Press ().