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Abstract
This article studies the hypothesis testing and interval estimation for the among-group variance component in unbalanced heteroscedastic one-fold nested design. Based on the concepts of generalized p-value and generalized confidence interval, tests and confidence intervals for the among-group variance component are developed. Furthermore, some simulation results are presented to compare the performance of the proposed approach with those of existing approaches. It is found that the proposed approach and one of the existing approaches can maintain the nominal confidence level across a wide array of scenarios, and therefore are recommended to use in practical problems. Finally, a real example is illustrated.
Mathematics Subject Classification:
Acknowledgments
We gratefully acknowledge the Editor and referee for their valuable comments and suggestions which greatly improved this article. This material is based upon work funded by National Natural Science Foundation of China, Tian Yuan Special Foundation (Grant Nos. 10926059, 11026214), Ministry of Education of China, Humanities and Social Science Projects (Grant No. 10YJC790184) and Zhejiang Provincial Natural Science Foundation of China (Grant Nos. Y6100053 and Y6110017).