Abstract
In the article, we consider the unbalanced case of the two-way nested random effects model under partial balance. Using the method of generalized confidence intervals (GCIs) introduced in Weeranhandi (Citation1993 Citation1995), a new method is proposed for constructing confidence intervals on linear function of variance components. To compare the resulted intervals with the Modified Large Sample (MLS) intervals by Hernandez and Burdick (Citation1993), a simulation study is conducted. The results indicate that the proposed method performs better than the MLS method, especially for very unbalanced designs.
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Acknowledgments
The author cordially thanks anonymous referees for their valuable comments which led to the improvement of this paper. This work was partly supported by Grant 10771126 from National Natural Science Foundation of China, and Grant 2006KJZ01 from Shandong Univeristy of Technology.