

Author: Li Xinmin
Publisher: Taylor & Francis Ltd
ISSN: 0361-0918
Source: Communications in Statistics: Simulation and Computation, Vol.36, Iss.2, 2007-03, pp. : 381-390
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Abstract
In this article, a new method is proposed for constructing confidence intervals on the between group variance in the unbalanced heteroscedastic one-way random effects model via generalized inference. To compare the resulted interval with the interval by Wimmer and Witkovský (2003) and an approximate generalized confidence interval, a simulation study is conducted. The results indicate that the proposed method performs better than the other two methods, especially for very unbalanced designs.
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