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Confidence intervals for the regression coefficient in a simple regression model with a balanced two-fold nested error structure

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  • Dong Joon Park
  • Min Yoon

Abstract

In applications using a simple regression model with a balanced two-fold nested error structure, interest focuses on inferences concerning the regression coefficient. This article derives exact and approximate confidence intervals on the regression coefficient in the simple regression model with a balanced two-fold nested error structure. Eleven methods are considered for constructing the confidence intervals on the regression coefficient. Computer simulation is performed to compare the proposed confidence intervals. Recommendations are suggested for selecting an appropriate method.

Suggested Citation

  • Dong Joon Park & Min Yoon, 2016. "Confidence intervals for the regression coefficient in a simple regression model with a balanced two-fold nested error structure," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(17), pages 5053-5065, September.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:17:p:5053-5065
    DOI: 10.1080/03610926.2014.935435
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