| Abstract: | Variance components in factorial designs with balanced data are commonly estimated by equating mean squares to expected mean squares. For unbalanced data, the usual extensions of this approach are the Henderson methods, which require formulas that are rather involved. Alternatively, maximum likelihood estimation based on normality has been proposed. Although the algorithm for maximum likelihood is computationally complex, programs exist in some statistical packages. This article introduces a simpler method, that of creating a balanced data set by resampling from the original one. Revised formulas for expected mean squares are presented for the two-way case; they are easily generalized to larger factorial designs. The results of a number of simulation studies indicate that, in certain types of designs, the proposed method has performance advantages over both the Henderson Method I and maximum likelihood estimators. |
