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314835

Effect of Heteroscedasticity on the Comparison of Variance Component Estimators Under Unbalanced Random Model

Article

Last updated: 28 Dec 2024

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Abstract

Expressions for moments and probability of negative values for truncated estimators of the group variance component are derived under unbalanced one-way random model with unequal error variances. These results are used to investigate the effects of heteroscedasticity on the comparison of group variance component estimators under balanced and unbalanced situations, numerically, or certain apriori parametric values. The computed results reveal that heteroscedasticity has no effect on the comparison of truncated estimators, however, the comparison of ANOVA with truncated estimators is affected combinedly by heteroscedasticity and unbalancedness.

DOI

10.21608/esju.1993.314835

Keywords

ANOVA Estimator, heteroscedasticity, Truncated Estimators and Unbalancedness

Authors

First Name

B.

Last Name

Singh

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Orcid

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Volume

37

Article Issue

1

Related Issue

43175

Issue Date

1993-06-01

Receive Date

2023-08-27

Publish Date

1993-06-01

Page Start

110

Page End

121

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_314835.html

Detail API

https://esju.journals.ekb.eg/service?article_code=314835

Order

7

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Effect of Heteroscedasticity on the Comparison of Variance Component Estimators Under Unbalanced Random Model

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Article

Created At

28 Dec 2024