Forest Products Laboratory

Computer code for a simulation of confidence interval coverage after a predictor sort allocation

We have developed computer code that performs simulations to estimate the coverages of confidence intervals on treatment means given a predictor sort allocation of specimens (blocking via a concomitant variable). This simulation is based upon research reported in Verrill (1999), "When Good Confidence Intervals Go Bad: Predictor Sort Experiments and ANOVA," The American Statistician, 53(1), 38-42 (pdf) and Verrill and Kretschmann (2017a), "A Reminder about Potentially Serious Problems with a Type of Blocked ANOVA Analysis," USDA Forest Products Laboratory research paper FPL-RP-683 (pdf).

The simulation can be run over the Web at The material below provides links to a FORTRAN version of this computer code.

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The FORTRAN source for this code comes in seven files:

  1. psconf.f --- A main routine written by Steve Verrill.
  2. blst.f --- A subroutine written by Steve Verrill.
  3. bl.f --- A subroutine written by Steve Verrill.
  4. anocov.f --- A subroutine written by Steve Verrill.
  5. rnor.f --- rnor is a routine that "generates quasi normal random numbers, with mean zero and unit standard deviation." It was written by David Kahaner and George Marsaglia.
  6. rsort.f --- A sorting subroutine written by Steve Verrill.
  7. permsub.f --- A permutation subroutine written by Steve Verrill.

The program also depends upon DCDFLIB. DCDFLIB is a public domain library of "routines for cumulative distribution functions, their inverses, and their parameters." It was produced by Barry Brown, James Lovato, and Kathy Russell of the Department of Biomathematics, M.D. Anderson Cancer Center, The University of Texas. DCDFLIB can be found at .


If you have questions about this software, or suggestions for improvement, please contact Steve Verrill at or 608-231-9375.

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Last modified on 1/12/17.

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