1984/05/01 by Richard K. Burdick, Franklin A. Graybill
Mathematics · #Advanced Statistical Methods and Models
paper · doi:10.1080/00401706.1984.10487938
A problem that can occur in a variance component analysis is the estimation and construction of confidence intervals for linear combinations of the variance components. This article considers the unbalanced one-way classification model and develops a procedure that can be used to construct a confidence interval on a linear combination of the among- and within-group variances. A simulation study suggests that the procedure provides an interval that in most cases has an achieved confidence coefficient at least as great as the stated level.