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Improved estimation of variance components in mixed models
Authors:Alan E. Gelfand  DIpak K. Dey
Affiliation:The University of Connecticut , Storrs, CT, 06268
Abstract:Taking Albert's (1976) formulation of a mixed model ANOVA, we consider improved estimation of the variance components for balanced designs under squared error loss. Two approaches are presented. One extends the ideas of Stein (1964), The other is developed from the fact that variance components can be expressed as linear combinations of chi-square scale parameters. Encouraging simulation results are presented.
Keywords:variance components  ANOVA decomposition  balanced designs  squared error loss
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