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Nonnegative estimation of variance components in heteroscedastic one-way random effects ANOVA models
Department of Mathematics and Statistics, University of Maryland, Baltimore County, USA.
Stockholm University, Faculty of Social Sciences, Department of Statistics.
Institutionen för energi och teknik, SLU, Uppsala.
Department of Mathematics and Statistics, University of Maryland, Baltimore County, USA.
2007 (English)Report (Other academic)
Abstract [en]

There is a 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 mean squared error compared with some standard unbiased quadratic estimators exist under quite general conditions. Improved estimators of the error variance components are also established.

Place, publisher, year, edition, pages
Umeå: Centre of Biostochastics , 2007. no 1, 17 p.
Series
Research Report, ISSN 1651-8543 ; 1
Keyword [en]
Variance components, heteroscedastic one-way ANOVA, perturbed estimators
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:su:diva-20865OAI: oai:DiVA.org:su-20865DiVA: diva2:187391
Available from: 2008-04-02 Created: 2008-04-02 Last updated: 2010-12-15Bibliographically approved

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http://biostochastics.slu.se/publikationer/dokument/Report2007_1.pdf
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