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Alternative Confidence Intervals on the Sum of Variance Components in a Simple Regression Model with Unbalanced Nested Error Structure
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 Title & Authors
Alternative Confidence Intervals on the Sum of Variance Components in a Simple Regression Model with Unbalanced Nested Error Structure
Park Dong Joon; Lee Soo Jin;
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In order to construct confidence intervals on the sum of variance components in a simple regression model with unbalanced nested error structure, alternative confidence intervals using Graybill and Wang(1980) and generalized inference concept introduced by Tsui and Weerahandi(1989) are proposed. Computer simulation programmed by SAS/IML is performed to compare the simulated confidence coefficients and average interval lengths of the proposed confidence intervals. A numerical example is provided to demonstrate the confidence intervals and to show consistency between the example and simulation results.
variance components;interval estimation;generalized pivotal quantity;
 Cited by
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