Exact Confidence Intervals on the Regression Coeffcients in Multiple Regression Model with Nested Error Structure

  • Park, Dong-Joon (Division of Mathematical Science, Pukyong National University)
  • Published : 1997.08.01


In regression model with nested error structure interval estimations on regression coefficients in different stages are proposed. Ordinary least square estimators and generalized least square estimators of the regression coefficients in this model are derived for between and within group model. The confidence intervals are dervied by using independent idstributional properties between regression coefficient estimators and quadratic froms obtained from the model.



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