Comparison of Confidence Intervals on Between Group Variance in Unbalanced Heteroscedastic One-Way Random Models

Abstract

In this article, a new method is proposed for constructing confidence intervals on the between group variance in the unbalanced heteroscedastic one-way random effects model via generalized inference. To compare the resulted interval with the interval by Wimmer and Witkovský (2003) and an approximate generalized confidence interval, a simulation study is conducted. The results indicate that the proposed method performs better than the other two methods, especially for very unbalanced designs.

Keywords:

• Between group variance
• Coverage probability
• Generalized confidence interval
• Unbalanced heteroscedastic one-way random model

Mathematics Subject Classification:

• 62F25
• 62J10

Acknowledgment

The author is grateful to the referees for their valuable suggestions that helped him improve the clarity of the presentation as well as correct some errors. This work has been supported by grant 2006KJZ0 and 2005KJM18 from Shandong University of Technology.