Abstract: In this paper, some new exact tests and confidence intervals of variance components in nested error component regression model with three random effects are developed by using generalized p-value and generalized confidence interval. Invariance of these tests and confidence intervals under scale transformation is also discussed. It is showed that the generalized p-value is feasible and effective to resolve the hypothesis testing problems with nuisance parameters. A simulation study is conducted to illustrate the powers of these tests and coverage probabilities.