Non‐Negative Estimators for Components of Variance

W. T. Federer

Journal of the Royal Statistical Society Series C, 1968, vol. 17, issue 2, 171-174

Abstract: A short discussion is given of four different sets of estimators available in statistical literature for computing the pair of variance components in a balanced one‐way classification, where the intraclass correlation is non‐negative. Three of these are truncated procedures and the fourth results in negative estimates. None of these four is an admissible estimator when mean square error is the criterion of admissibility. Two forms of a new set of estimators for the pair of variance components are presented. These estimators result in non‐negative estimates of the variance components and are non‐truncated. The method extends directly to more complex classifications.

Date: 1968
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