Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Confidence Intervals on Variance Components in Two Stage Regression Model

  • Park, Dong-Joon (Full-time Lecturer, Department of Applied Mathematics, National Fisheries University of Pusan, Pusan, 608-737, Korea.)
  • Published : 1996.08.01
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Abstract

In 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 vased on Ting et al. (1990) method. Computer simulation is procided to show that the approximate confidence interval maintains the stated confidence coeffient.

Keywords

References

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