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A new procedure for the estimation of variance components

Publication ,  Journal Article
Chow, SC; Shao, J
Published in: Statistics and Probability Letters
January 1, 1988

For the estimation of variance components in the one way random effects models, we propose some estimators which avoid negative and zero estimates of the variance component, a well-known problem with customary estimators such as the maximum likelihood or the restricted maximum likelihood estimators. The proposed estimators are shown to have lower mean squared error than customary estimators over a large range of the parameter space. This is also exhibited in a Monte Carlo study. Extensions of the proposed procedure to more complex situations are also discussed. © 1988.

Duke Scholars

Published In

Statistics and Probability Letters

DOI

ISSN

0167-7152

Publication Date

January 1, 1988

Volume

6

Issue

5

Start / End Page

349 / 355

Related Subject Headings

  • Statistics & Probability
  • 1403 Econometrics
  • 0104 Statistics
  • 0102 Applied Mathematics
 

Citation

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ICMJE
MLA
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Chow, S. C., & Shao, J. (1988). A new procedure for the estimation of variance components. Statistics and Probability Letters, 6(5), 349–355. https://doi.org/10.1016/0167-7152(88)90012-0
Chow, S. C., and J. Shao. “A new procedure for the estimation of variance components.” Statistics and Probability Letters 6, no. 5 (January 1, 1988): 349–55. https://doi.org/10.1016/0167-7152(88)90012-0.
Chow SC, Shao J. A new procedure for the estimation of variance components. Statistics and Probability Letters. 1988 Jan 1;6(5):349–55.
Chow, S. C., and J. Shao. “A new procedure for the estimation of variance components.” Statistics and Probability Letters, vol. 6, no. 5, Jan. 1988, pp. 349–55. Scopus, doi:10.1016/0167-7152(88)90012-0.
Chow SC, Shao J. A new procedure for the estimation of variance components. Statistics and Probability Letters. 1988 Jan 1;6(5):349–355.
Journal cover image

Published In

Statistics and Probability Letters

DOI

ISSN

0167-7152

Publication Date

January 1, 1988

Volume

6

Issue

5

Start / End Page

349 / 355

Related Subject Headings

  • Statistics & Probability
  • 1403 Econometrics
  • 0104 Statistics
  • 0102 Applied Mathematics