The Superiorities of Empirical Bayes Estimation of Variance Components in Random Effects Model |
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| Authors: | Ling Chen |
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| Affiliation: | 1. Department of Statistics and Finance , University of Science and Technology of China , Hefei , P.R. China;2. School of Mathematical Science , Anhui University , Hefei , P.R. China |
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| Abstract: | ![]()
In this article, the Bayes estimators of variance components are derived and the parametric empirical Bayes estimators (PEBE) for the balanced one-way classification random effects model are constructed. The superiorities of the PEBE over the analysis of variance (ANOVA) estimators are investigated under the mean square error (MSE) criterion, some simulation results for the PEBE are obtained. Finally, a remark for the main results is given. |
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| Keywords: | ANOVA estimators MSE criterion PEBE Random effects model Simulation study Variance components |
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