Mean Square Efficiency of Estimators of Variance Components
- 1 December 1969
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 64 (328) , 1383
- https://doi.org/10.2307/2286076
Abstract
Various estimators of components of variance for the balanced one way layout are compared using mean squared error as a measure of performance. Several modifications of the maximum likelihood estimator and several formal Bayes estimators are compared and mean square error relationships are given. Inadmissibility is established for a large class of translation and scale invariant estimators. Numerical results are tabled and graphed to exhibit the relative efficiency of the estimators considered.Keywords
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