On the Variance Estimation of Regression Estimator

In this paper, an attempt has been made to estimate variance of the classical regression estimator. Adopting some available techniques used for estimation of population variance under classical as well as predictive approach, we develop eight new variance estimators of the classical regression estimator. It is assumed that the population mean and population variance of the auxiliary variable are known prior to sampling. A simulat ion study has been undertaken for evaluating relat ive performance of the suggested estimators in respect of standard error and coverage rate based on 95% confidence interval.