A new procedure for the estimation of variance components
type: Item
instance of: scholarly article
title: A new procedure for the estimation of variance components
zbMATH Open document ID: 0629.62067
DOI: 10.1016/0167-7152(88)90012-0
author: Shein-Chung Chow
author: Jun Shao
published in: Statistics \& Probability Letters
publication date: 1988-01-01T00:00:00Z
review text: For the estimation of variance components in the one way random effects models, we propose some estimators which avoid negative and zero estimates of the variance component, a well-known problem with customary estimators such as the maximum likelihood or the restricted maximum likelihood estimators. The proposed estimators are shown to have lower mean squared error than the customary estimators over a large range of the parameter space. This is also exhibited in a Monte Carlo study. Extensions of the proposed procedure to more complex situations are also discussed.
Mathematics Subject Classification ID: 62J10
zbMATH DE Number: 4024549
zbMATH Keywords: estimation of variance components
zbMATH Keywords: one way random effects models
zbMATH Keywords: maximum likelihood
zbMATH Keywords: restricted maximum likelihood estimators
zbMATH Keywords: mean squared error
zbMATH Keywords: Monte Carlo study
MaRDI profile type: Publication
full work available at URL: 0167-7152(88)90012-0
OpenAlex ID: W1998468911
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description: scientific article; zbMATH DE number 4024549