Abstract

In the article, we consider the unbalanced case of the two-way nested random effects model under partial balance. Using the method of generalized confidence intervals (GCIs) introduced in Weeranhandi (19931995), a new method is proposed for constructing confidence intervals on linear function of variance components. To compare the resulted intervals with the Modified Large Sample (MLS) intervals by Hernandez and Burdick (1993), a simulation study is conducted. The results indicate that the proposed method performs better than the MLS method, especially for very unbalanced designs.

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