Confidence intervals are an essential research topic in statistics. Based on confidence intervals we can draw conclusions about the uncertainty of the estimates. Confidence intervals are not simple to construct for complex functions, such as functions of variance components. Functions of variance components, like intraclass correlation coefficients (ICCs), are used in the biomedical area as measures of agreement, heritability, and heterogeneity. Agreement assesses the closeness in judgements among physicians on measurements. Heritability measures the variance contribution due to genetics in phenotype variance. Heterogeneity is mostly used in the context of meta-analysis, when variation between studies is of interest. These three measures pl...