BETWEEN GROUP VARIANCE COMPONENT INTERVAL ESTIMATION FOR THE UNBALANCED HETEROSCEDASTIC ONE-WAY RANDOM EFFECTS MODEL

摘要

The studied topic is motivated by the problem of interlaboratory comparisons. This paper focuses on the confidence interval estimation of the between group variance in the unbalanced heteroscedastic one-way random effects model. Several interval estimators are proposed and compared by means of the simulation study. The most recommended (safest) is the confidence interval based on Bonferroni's inequality.