
{\bf Between group variance component interval estimation for the unbalanced heteroscedastic one-way random effects model}

{\it Gejza Wimmer; Viktor Witkovsk{\'y}}


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ABSTRACT:

The studied topic is motivated by the problem of
interlaboratory comparisons. This paper is focused on the
confidence interval estimation of the between group variance
in the unbalanced heteroscedastic one-way random effects
model. Several interval estimators have been proposed and
compared, by means of the simulation study. Based on the
study a very good properties have the estimator based on the
generalized $p$-value method, however, the safest is the
confidence interval based on Bonferroni's inequality.



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{\it AMS classification (1991): }
62F25, 62F11

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{\it Keywords: }
unbalanced heteroscedastic one-way random effects model, between group variance, confidence interval, interlaboratory comparisons, consensus mean

