Monte Carlo Comparison of Variance Components Estimators | ||||
| The Egyptian Statistical Journal | ||||
| Article 4, Volume 38, Issue 1, June 1994, Page 106-114 | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1994.314818 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| A. M. Shaban | ||||
| 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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Statistics Article View: 21 |
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