Empirical Bayes estimation and its superiority for two-way classification model

✍ Scribed by Laisheng Wei; Jiahua Chen

• Book ID: 104302113
• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 225 KB
• Volume: 63
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(03)00079-8

✦ Synopsis

Consider a two-way classiÿcation model, and let and ÿ be the vectors of treatment e ects of two factors A and B under investigation. We discuss the problem of constructing Bayes and empirical Bayes (EB) estimators of the linear functions of and ÿ. Under general conditions, EB estimators are found to have smaller mean square error matrix than the least sum of squares solutions.