Empirical Bayes estimation and its superiority for two-way classification model

Laisheng Wei and Jiahua Chen

Statistics & Probability Letters, 2003, vol. 63, issue 2, 165-175

Abstract: Consider a two-way classification model, and let [alpha] and [beta] be the vectors of treatment effects of two factors A and B under investigation. We discuss the problem of constructing Bayes and empirical Bayes (EB) estimators of the linear functions of [alpha] and [beta]. Under general conditions, EB estimators are found to have smaller mean square error matrix than the least sum of squares solutions.

Keywords: Bayes; estimator; Empirical; Bayes; estimator; Mean; squared; error; matrix; criterion; Two-way; classification; model (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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