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Mean squared error efficient estimators of the variance components

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Summary

Pseudo Bayesian estimators for the variance components based on Jeffrey’s Rule are derived for the mixed balanced incomplete block design and are compared with the usual analysis of variance estimators in terms of mean squared error (MSE) efficiency. Numerical results show that Pseudo-Bayesian estimators are more efficient in numerical results.

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Lee, K.R., Kapadia, C.H. Mean squared error efficient estimators of the variance components. Metrika 39, 21–26 (1992). https://doi.org/10.1007/BF02613978

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  • DOI: https://doi.org/10.1007/BF02613978

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