SIMULTANEOUS CONFIDENCE INTERVALS FOR VARIANCE COMPONENTS IN TWO-WAY BALANCED CROSSED CLASSIFICATION RANDOM EFFECTS MODEL WITH INTERACTION

In this work simultaneous confidence intervals for the variance components in the two-way balanced crossed random effects model with interaction have been derived under the usual assumptions of normality and independence of random effects. The intervals are conservative in the sense that the true confidence coefficient is as large as preassigned value. The formulas are illustrated using published data with SAS outputs.