DOI QR코드

DOI QR Code

Comparison of Confidence Intervals on Variance Component In a Simple Linear Regression Model with Unbalanced Nested Error Structure

  • Park, Dong Joon (Division of Mathematical Sciences, Pukyong National University) ;
  • Park, Sun-Young (Division of Mathematical Sciences, Pukyong National University) ;
  • Han, Man-Ho (Division of Mathematical Sciences, Pukyong National University)
  • Published : 2002.08.01

Abstract

In applications using a linear regression model with nested error structure, one might be interested in making inferences concerning variance components. This article proposes approximate confidence intervals on the variance component of the primary level in a simple linear regression model with an unbalanced nested error structure. The intervals are compared using computer simulation and recommendations are provided for selecting an appropriate interval.

Keywords

References

  1. Communications in Statistics-Theory and Methods v.23 no.7 Short Confidence Intervals for Variance Components El-Bassiouni, M. Y. https://doi.org/10.1080/03610929408831364
  2. Industrial Statistics Freeman, H.A.
  3. Statistical Tests for Mixed Linear Models Khuri, A. I.;Mathew, T.; Sinha, B.
  4. The Annals of Statistics v.4 no.5 Invariant Quadratic Unbiased Estimation for Two Variance Components Olsen, A.;Seely, J.;Birkes, D. https://doi.org/10.1214/aos/1176343586
  5. The Analysis of Variance Scheffe, Henry
  6. Linear Models Searle, S. R.
  7. Linear Models for Unbalanced Data Searle, S. R.
  8. The Annals of Statistics v.6 no.3 Interval Estimation for The Unbalanced Case of The One-way Random Effects Model Thomas, J. D.;Hultquist, R. A. https://doi.org/10.1214/aos/1176344202
  9. Journal of Statistical Computation v.35 Confidence Intervals on Linear Combinations of Variance Components Ting, N.;Burdick, R.K.;Graybill, F. A.;Jeyaratnam, S.;Lu, T.-F. C. https://doi.org/10.1080/00949659008811240

Cited by

  1. Interval Estimation for Sum of Variance Components in a Simple Linear Regression Model with Unbalanced Nested Error Structure vol.10, pp.2, 2003, https://doi.org/10.5351/CKSS.2003.10.2.361