Comparison of confidence intervals on the among group variance in the unbalanced variance component model

摘要: In this article, we compare four methods for constructing approximate confidence intervals on the among group variance component unbalanced one-way model. A simulation study is conducted to estimated coverage probabilities of these intervals. Two methods, one by Park and Burdick [Park, D.J. Burdick, R.K., 2003, Performance in regression models with one-fold nested error structures. Communications Statistics Simulation Computation, 32, 717–732.] Li [Li, X., Li, G., 2005, Confidence sum components designs. Theory Methods, 34, 833–845.], appear be best all cases considered.