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Maximum Likelihood and Bayesian Estimation of Repeatability Index: Application of Estimating Ratio of Variance Components  Pages 1-9

Maha Al-Eid and Mohamed M. Shoukri


Published: 04 February 2020

Abstract: An index of repeatability is constructed to evaluate the relative magnitude of measurement error. This index is constructed as a ratio of two variance components. Estimation of the index is derived under the one-way random effects model. We compare the well-known maximum likelihood estimator to the Bayesian estimation procedure using non-informative prior. Large sample variance of the of the maximum likelihood estimator are obtained using the inverse of Fisher’s information matrix and the delta method. Inference procedure using the. We also construct a test statistic on the equality of two repeatability indices using the Monte Carlo integration and sampling Importance re-sampling method. We illustrate the methodologies on the estimation of the index of repeatability of Gamma-glutamyl-transferase, an enzyme found in many organs all over the human body, with the highest concentrations found in the liver. This enzyme’s level is raised in the blood in most diseases that cause damage to the liver or bile ducts and is considered an essential serum marker for alcohol-related liver disease.

Keywords: One-way random effects model, Functions of variance components, Fisher’s information matrix, Gamma-glutamyl-transferase (GGT), Delta method, Jefferey’s priors, Monte-Carlo integration, Sampling Importance Resampling.


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