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

Abstract

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

Keywords

Variance components; heteroscedastic one-way ANOVA; perturbed estimators

Published in

Research report (Centre of Biostochastics)
2007, number: 1, pages: 1-16
Publisher: Centre of Biostochastics, SLU

SLU Authors

• von Rosen, Dietrich

  • Department of Energy and Technology, Swedish University of Agricultural Sciences
    

UKÄ Subject classification

Agricultural Science

Permanent link to this page (URI)

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