Abstract
A new confidence set is proposed for the slope in the Dolby's (1976) ultrastructural model with no replications and one of the error variances known. By the theorem due to Gleser and Hwang (1987, Theorem 1), it follows that all asymptotic confidence intervals for the slope in an ultrastructural model have zero confidence levels, where the confidence level is defined as the infimum coverage probability over the parameter space. The proposed confidence set has a confidence level converging to the nominal level if the considered model is treated as a generalized structural errors-in-variables model (Gleser, 1983). Simulation study indicates that the above result established for the structural errors-in-variables model appears to also hold for the ultrastructural model. © 1993, Taylor & Francis Group, LLC. All rights reserved.