Abstract
In this note, we compare three strategies that are commonly used in practice for estimating quantiles and quantile functions when data are assumed generated from a standard balanced one-way ANOVA random effects model, e.g. data from repeated assays, where the goal is to nonparametrically estimate/define a normal range. Strategy 1 consists of averaging the within subject values and then estimating quantiles based upon the averaged values in a standard fashion. Strategy 2 consists of estimating quantiles within each replication and then averaging the marginal quantiles over the replications. Strategy 3 consists of estimating quantiles and ignoring the repeated measures mechanism all together. We show that Strategy 1 is generally a poor choice when the goal is to refine the quantile estimation from a single replication through the application of repeated repetitions of an experiment. Strategy 2 and 3 are shown to be asymptotically equivalent.
| Original language | English |
|---|---|
| Pages (from-to) | 415-424 |
| Number of pages | 10 |
| Journal | Statistics and Probability Letters |
| Volume | 64 |
| Issue number | 4 |
| DOIs | |
| State | Published - Oct 1 2003 |
Keywords
- Order statistics
- Quantile function
- Quantiles
- Random effects
- Repeated measures
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