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1990 | OriginalPaper | Buchkapitel

A Comparison on Non-Negative Estimators for Ratios of Variance Components

verfasst von : J. T. Lee, K. S. Lee

Erschienen in: Compstat

Verlag: Physica-Verlag HD

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The problems of point estimation for ratios of nonnegative variance components in the balanced one way random effects model are considered. Seven estimators are compared with respect to their biases and mean squared error (MSE). A new estimator (New) that dominates ML type estimators in terms of MSE is derived. In conclusion, New and MINQE estimators are recommended that these estimators possess smaller MSE even in the presence of nontrivial bias.

Metadaten
Titel
A Comparison on Non-Negative Estimators for Ratios of Variance Components
verfasst von
J. T. Lee
K. S. Lee
Copyright-Jahr
1990
Verlag
Physica-Verlag HD
DOI
https://doi.org/10.1007/978-3-642-50096-1_46