Abstract
Abstract The problem of estimating a ratio of variance components in the balanced one-way random effects model is considered. It is shown that in terms of mean squared error, the ML, REML (or truncated ANOVA), and Bayes modal estimators (using the noninformative prior) are inadmissible. An estimator that dominates all three is derived. Two other estimators that are adaptive in nature are also introduced. The new estimators are shown to possess much-improved mean squared error properties. The results easily extend to balanced higher-way random or mixed effects models.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
