Monte Carlo Comparison of Variance Components Estimators | ||
| The Egyptian Statistical Journal | ||
| Article 7, Volume 38, Issue 1, June 1994, Pages 106-114 PDF (6.8 M) | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.1994.314818 | ||
| Author | ||
| A. M. Shaban | ||
| Departement of Mathematics , Faculty of Science, Alexandria University, Alexandria, Egypt | ||
| Abstract | ||
| For the one-way classification random model with unbalanced data, I compare five estimators of σ 2/a and σ 2/e the among and within-treatments variance components: Analysis of Variance (ANOVA), Minimum Norm Quadratic Unbiased Estimators (MINQUE) and the rest are non-negative estimators: the Positive Semi Definite Minimum Norm Quadratic Minimum Biased Estimators (PSD-MINOMBE), the Closest to MINQUE (CMINQUE) and the Closest to ANOVA (CANOVA) estimators. The estimators are compared through their biases and MSE's, which are estimated by the Monte Carlo simulation technique. | ||
| Keywords | ||
| ANOVA; MINQUE; PSD-MINOMBE; CMINQUE; CANOVA; MSE | ||
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