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Comparison of confidence intervals on the among group variance in the unbalanced variance component model. (English) Zbl 1123.62028
Summary: We compare four methods for constructing approximate confidence intervals on the among group variance components 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 D. J. Park and R. K. Burdick [Performance of confidence intervals in regression models with unbalanced one-fold nested error structures. Commun. Stat., Simulation and Comput. 32, No. 3, 717–732 (2003; Zbl 1081.62540)] and the one by X. Li and G. Li [Confidence intervals on sum of variance components with unbalanced designs. Commun. Stat., Theory Methods 34, No. 4, 833–845 (2005; Zbl 1073.62027)], appear to be the best in all cases considered.

MSC:
62F25 Parametric tolerance and confidence regions
62J10 Analysis of variance and covariance (ANOVA)
65C60 Computational problems in statistics (MSC2010)
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