A mine roof support comprises two or more frusto-conical, tubular sections, the sections each flared outwardly from an upper end to a lower end thereof, a skirt portion of a section being received and secured within a neck portion of a section below in a frictional fit to define an interior volume of the mine roof support. A solid, compressible, load-bearing material is located within the volume. Methods of installing a mine roof support and a pre-installation assembly for a mine roof support are also disclosed.