Comparison of Confidence Intervals on Between Group Variance in Unbalanced Heteroscedastic One-Way Random Models

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.