Abstract
This article obtains confidence regions for the heteroscedastic, one-way random effects model’s parameters the heteroscedastic, one-way random effects model. The confidence regions are based on canonical representations of the restricted and profile likelihood functions in terms of independent normal random variables and χ2 random variables. These regions provide conservative confidence intervals for the common mean and heterogeneity variance. Mathematical details and the R code are available online as supplementary material.
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