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

摘要

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 Witkovsky (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.