Nonnegative estimators for the one-way random effects model

被引：2

作者：

Rao, PSRS ^{[1
]}

机构：

[1] Univ Rochester, Dept Stat, Rochester, NY 14627 USA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2001年 / 30卷 / 8-9期

关键词：

MIVQUE; MINQE; WLS; a priori values; biases; mean square errors;

D O I：

10.1081/STA-100105687

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The relative merits of ten estimators for the variance component of the balanced and unbalanced one-way random effects models are compared. Six of the estimators are nonnegative, two of which are obtained by modifying the Minimum Variance Quadratic Unbiased Estimator (MIVQUE) and the Weighted Least Square Estimator (WLS), and two more from the positive parts of these estimators. The Minimum Norm Quadratic Estimator (MINQE), which is nonnegative, is adjusted for reducing its bias. The nonnegative Minimum Mean Square Error Estimator (MIMSQE), the Analysis of Variance (ANOVA) and Unweighted Sums of Squares (USS) estimator are also included.

引用

页码：1605 / 1613

页数：9

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