Proceedings of the Korean Statistical Society Conference (한국통계학회:학술대회논문집)
- 2002.11a
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- Pages.141-146
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- 2002
CONFIDENCE INTERVALS ON THE AMONG GROUP VARIANCE COMPONENT IN A REGRESSION MODEL WITH AN UNBALANCED ONE-FOLD NESTED ERROR STRUCTURE
Abstract
In this article we consider the problem of constructing confidence intervals for a linear regression model with nested error structure. A popular approach is the likelihood-based method employed by PROC MIXED of SAS. In this paper, we examine the ability of MIXED to produce confidence intervals that maintain the stated confidence coefficient. Our results suggest the intervals for the regression coefficients work well, but the intervals for the variance component associated with the primary level cannot be recommended. Accordingly, we propose alternative methods for constructing confidence intervals on the primary level variance component. Computer simulation is used to compare the proposed methods. A numerical example and SAS code are provided to demonstrate the methods.