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Research article2010Peer reviewedOpen access

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

Mathew, Thomas; Nahtman, Tatjana; Von Rosen, Dietrich; Sinha, Bimal K.

Abstract

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.

Keywords

variance component estimation; smallest MSE; unbalanced one-way model; random parameters

Published in

Statistics
2010, Volume: 44, number: 6, pages: 557-569
Publisher: TAYLOR & FRANCIS LTD

    Associated SLU-program

    Wildlife
    Biodiversity
    Animal health (until May 2010)
    Acidification
    Agricultural landscape
    Climate
    Eutrophication
    Cross-programme
    Lakes and watercourses
    Forest
    Non-toxic environment

    UKÄ Subject classification

    Environmental Sciences related to Agriculture and Land-use
    Agricultural Science
    Forest Science

    Publication identifier

    DOI: https://doi.org/10.1080/02331880903237106

    Permanent link to this page (URI)

    https://res.slu.se/id/publ/47763