Improved Estimation Of Variance Components In Mixed Models

Published

Journal Article

Taking Alberts (1976) formulation of a mixed model ANOVA, we consider improved estimation of the variance components for balanced designs under squared error loss. Two approaches are presented. One extends the ideas of Stein (1964). The other is developed from the fact that variance components can be expressed as linear combinations of chi-square scale parameters. Encouraging simulation results are presented. © 1988, Taylor & Francis Group, LLC. All rights reserved.

Full Text

Duke Authors

Cited Authors

  • Gelfand, AE; Dey, DK

Published Date

  • January 1, 1988

Published In

Volume / Issue

  • 17 / 10

Start / End Page

  • 3313 - 3331

Electronic International Standard Serial Number (EISSN)

  • 1532-415X

International Standard Serial Number (ISSN)

  • 0361-0926

Digital Object Identifier (DOI)

  • 10.1080/03610928808829806

Citation Source

  • Scopus