Abstract
In this article, we compare four methods for constructing approximate confidence intervals on the among group variance component for the unbalanced one-way variance component model. A simulation study is conducted to compare the estimated coverage probabilities of these intervals. Two of these methods, the one by Park and Burdick [Park, D.J. and Burdick, R.K., 2003, Performance of confidence intervals in regression models with unbalanced one-fold nested error structures. Communications in Statistics Simulation and Computation, 32, 717–732.] and the one by Li and Li [Li, X., Li, G., 2005, Confidence intervals on sum of variance components with unbalanced designs. Communications in Statistics Theory and Methods, 34, 833–845.], appear to be the best in all cases considered.
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