Confidence intervals on the among group variance component in a simple linear regression model with a balanced one-fold nested error structure

Abstract

In applications that utilize a linear regression model with nested error structure, one might be interested in making inferences about the sources of variability. This article derives approximate confidence intervals on , the variance component associated with the primary unit in the simple linear regression model with one-fold nested error structure. Three methods are considered for constructing the confidence interval. The methods are compared using computer simulation and recommendations are provided for selecting an appropriate method.

Keywords:

• Mixed model
• inference