Robust tests and confidence intervals for error variance in a regression model and for functions of variance components inan unbalanced random one-way model

Abstract

Tests and confidence intervals for the error variance in a standard regression model are obtained, using weighted jackkife method. The resulting inferences are shown to be robust against nonnormality. A weighted jackknife version of Spjøtvoll's (1967) test of against in the unbalanced random one-way model is developed (where {v_i} and {e_ij} are mutually independent random variables with mean zero and variances respectively. Power comparisons are made in a simulation study with the unweighted jackknife version of Arvesen and Layard (1975).

Keywords:

• inference on variances
• robustness against nornormality
• weighted jackknife method
• Spj øtvoll's test
• inference on variances
• robustness against nornormality
• weighted jackknife method
• Spj øtvoll's test