CONFIDENCE INTERVALS FOR THE MEAN RESPONSE IN THE SIMPLE LINEAR REGRESSION MODEL WITH BALANCED NESTED ERROR STRUCTURE

ABSTRACT

In applications using a linear regression model with nested error structure, one might be interested in making inferences concerning the mean response. This article derives exact and approximate confidence intervals for the mean response for a given level of the independent variable in the simple linear regression model with nested error structure. The intervals are compared using computer simulation and recommendations are provided for selecting an appropriate interval.

Keywords:

• Mixed model
• Inference
• Least squares
• BLUE

ACKNOWLEDGMENTS

We would like to thank Dr. Burdick and anonymous referees for very useful comments on earlier version of this article. A part of this research was carried out while the first author was visiting at Arizona State University. This work was supported by Pukyong Research Abroad Fund in 2001.