Numerical study of the small sample variances of the minque estimators of variance components in the two-way factorial design

Abstract

In 1970 Rao introduced the minimum norm, quadratic, unbiased estimators for estimating variance components. These estimators have been expanded into a class of estimators. This paper will present computational considerations for calculating the small sample variance of estimators in this class and present a numerical study of the small sample variances. The study is designed to examine the small sample properties of a one-step iterative form of the MINQUE estimators, also.