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Research article, 2007

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

Mathew, Thomas; Nahtman, Tatjana; von, Rosen Dietrich; Sinha, Bimal K


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


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