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314818

Monte Carlo Comparison of Variance Components Estimators

Article

Last updated: 05 Jan 2025

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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.

DOI

10.21608/esju.1994.314818

Keywords

ANOVA, MINQUE, PSD-MINOMBE, CMINQUE, CANOVA, MSE

Authors

First Name

A.

Last Name

Shaban

MiddleName

M.

Affiliation

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Volume

38

Article Issue

1

Related Issue

43177

Issue Date

1994-06-01

Receive Date

2023-08-27

Publish Date

1994-06-01

Page Start

106

Page End

114

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_314818.html

Detail API

https://esju.journals.ekb.eg/service?article_code=314818

Order

4

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

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

MainTitle

Monte Carlo Comparison of Variance Components Estimators

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Article

Created At

28 Dec 2024