Improving Henderson's Method 3 Approach when Estimating Variance Components in a Two-way Mixed Linear Model

Razaw al Sarraj () and Dietrich von Rosen ()
Additional contact information
Razaw al Sarraj: Department of Energy and Technology
Dietrich von Rosen: Department of Energy and Technology

A chapter in Statistical Inference, Econometric Analysis and Matrix Algebra, 2009, pp 125-142 from Springer

Abstract: Abstract A two-way linear mixed model, consisting of three variance components, σ1 2, σ2 2 and σe 2 is considered. The variance component estimators are estimated using a well known non-iterative estimation procedure, Henderson's method 3. for σ2 1 we propose two modified estimators. The modification is carried out by perturbing the standard estimator, such that the obtained estimator is expected to perform better in terms of its mean square error.

Keywords: Mean Square Error; Variance Component; Unbiased Estimator; Estimate Variance Component; Unbalanced Data (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2121-5_9

Ordering information: This item can be ordered from
http://www.springer.com/9783790821215

DOI: 10.1007/978-3-7908-2121-5_9

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().