๐”– Bobbio Scriptorium
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Improved estimation of the disturbance variance in a linear regression model

โœ Scribed by Alan E. Gelfand; Dipak K. Dey


Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
456 KB
Volume
39
Category
Article
ISSN
0304-4076

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Estimation of Variance Components in Mix
โœ T. Kubokawa ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 775 KB

In mixed linear models with two variance components, classes of estimators improving on ANOVA estimators for the variance components and the ratio of variances are constructed on the basis of the invariant statistics. Out of the classes, consistent, improved and positive estimators are singled out.