Compstat pp 303-308 | Cite as

A Comparison on Non-Negative Estimators for Ratios of Variance Components

  • J. T. Lee
  • K. S. Lee
Conference paper

Abstract

The problems of point estimation for ratios of nonnegative variance components in the balanced one way random effects model are considered. Seven estimators are compared with respect to their biases and mean squared error (MSE). A new estimator (New) that dominates ML type estimators in terms of MSE is derived. In conclusion, New and MINQE estimators are recommended that these estimators possess smaller MSE even in the presence of nontrivial bias.

Keywords

Mean Square Error Variance Component Random Effect Model Minimum Mean Square Error Incomplete Beta Function 
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Copyright information

© Physica-Verlag Heidelberg 1990

Authors and Affiliations

  • J. T. Lee
    • 1
  • K. S. Lee
    • 1
  1. 1.SeoulSouth Korea

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