Bias and Mean Square Error of Reliability Estimators under the One and Two Random Effects Models: The Effect of Non-Normality

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DOI: 10.4236/ojs.2016.62022    2,379 Downloads   3,659 Views  Citations

ABSTRACT

The coefficient of reliability is often estimated from a sample that includes few subjects. It is therefore expected that the precision of this estimate would be low. Measures of precision such as bias and variance depend heavily on the assumption of normality, which may not be tenable in practice. Expressions for the bias and variance of the reliability coefficient in the one and two way random effects models using the multivariate Taylor’s expansion have been obtained under the assumption of normality of the score (Atenafu et al. [1]). In the present paper we derive analytic expressions for the bias and variance, hence the mean square error when the measured responses are not normal under the one-way data layout. Similar expressions are derived in the case of the two-way data layout. We assess the effect of departure from normality on the sample size requirements and on the power of Wald’s test on specified hypotheses. We analyze two data sets, and draw comparisons with results obtained via the Bootstrap methods. It was found that the estimated bias and variance based on the bootstrap method are quite close to those obtained by the first order approximation using the Taylor’s expansion. This is an indication that for the given data sets the approximations are quite adequate.

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Shoukri, M. , Al-Hassan, T. , DeNiro, M. , El Dali, A. and Al-Mohanna, F. (2016) Bias and Mean Square Error of Reliability Estimators under the One and Two Random Effects Models: The Effect of Non-Normality. Open Journal of Statistics, 6, 254-273. doi: 10.4236/ojs.2016.62022.

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