Nonnegative estimation of variance components in heteroscedastic one-way random effects ANOVA models

Sammanfattning

There is considerable amount of literature dealing with inference about the parameters in a heteroscedastic one-way random effects ANOVA model. In this paper we primarily address the problem of improved quadratic estimation of the random effect variance component. It turns out that such estimators with a smaller MSE compared to some standard unbiased quadratic estimators exist under quite general conditions. Improved estimators of the error variance components are also established

Nyckelord

Variance components; heteroscedastic one-way ANOVA; perturbed estimators

Publicerad i

Research report (Centre of Biostochastics)
2007, nummer: 1, sidor: 1-16
Utgivare: Centre of Biostochastics, SLU

SLU författare

• von Rosen, Dietrich

  • Institutionen för energi och teknik, Sveriges lantbruksuniversitet
    

Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/13939