BETWEEN GROUP VARIANCE COMPONENT INTERVAL ESTIMATION FOR THE UNBALANCED HETEROSCEDASTIC ONE-WAY RANDOM EFFECTS MODEL

Author: GEJZA WIMMER   VIKTOR WITKOVSKý  

Publisher: Taylor & Francis Ltd

ISSN: 0094-9655

Source: Journal of Statistical Computation and Simulation, Vol.73, Iss.5, 2003-05, pp. : 333-345

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Abstract

The studied topic is motivated by the problem of interlaboratory comparisons. This paper focuses on the confidence interval estimation of the between group variance in the unbalanced heteroscedastic one-way random effects model. Several interval estimators are proposed and compared by means of the simulation study. The most recommended (safest) is the confidence interval based on Bonferroni's inequality.