ABSTRACT
The procedures yielding confidence intervals for maximized alpha coefficients of Joe and Woodward are reviewed. Confidence interval procedures of Hakstian, Whalen, and Masson are next reviewed. Results are then presented of a Monte Carlo investigation of the procedures. Of Joe and Woodward's procedures, that derived for the most general case is shown to yield confidence intervals spanning the parameter with probabilities adequately close to nominal values. This procedure is shown to perform as well as Joe and Woodward's second procedure -- for the equicorrelation case -- even with equicorrelation data. Hakstian et al's method is also shown to yield adequately precise intervals. The results are discussed, and implications for research noted.
