Confidence intervals on variance components in multiple regression model with one-fold nested error strucutre

중첩오차를 갖는 중회귀모형에서 분산의 신뢰구간

Regression model with nested error structure interval estimations about variability on different stages are proposed. This article derives an approximate confidence interval on the variance in the first stage and an exact confidence interval on the variance in the second stage in two stage regression model. The approximate confidence interval is based on Ting et al. (1990) method. Computer simulation is provided to show that the approximate confidence interval maintains the stated confidence coefficient.