Comparison of confidence intervals on the among group variance in the unbalanced variance component model

摘要

In this article, we compare four methods for constructing approximate confidence intervals on the among group variance component for the unbalanced one-way variance component model. A simulation study is conducted to compare the estimated coverage probabilities of these intervals. Two of these methods, the one by Park and Burdick [Park, D.J. and Burdick, R.K., 2003, Performance of confidence intervals in regression models with unbalanced one-fold nested error structures. Communications in Statistics Simulation and Computation, 32, 717-732.] and the one by Li and Li [Li, X., Li, G., 2005, Confidence intervals on sum of variance components with unbalanced designs. Communications in Statistics Theory and Methods, 34, 833-845.], appear to be the best in all cases considered.