Shaban, A. (1994). Monte Carlo Comparison of Variance Components Estimators. The Egyptian Statistical Journal, 38(1), 106-114. doi: 10.21608/esju.1994.314818
A. M. Shaban. "Monte Carlo Comparison of Variance Components Estimators". The Egyptian Statistical Journal, 38, 1, 1994, 106-114. doi: 10.21608/esju.1994.314818
Shaban, A. (1994). 'Monte Carlo Comparison of Variance Components Estimators', The Egyptian Statistical Journal, 38(1), pp. 106-114. doi: 10.21608/esju.1994.314818
Shaban, A. Monte Carlo Comparison of Variance Components Estimators. The Egyptian Statistical Journal, 1994; 38(1): 106-114. doi: 10.21608/esju.1994.314818
Monte Carlo Comparison of Variance Components Estimators
For the one-way classification random model with unbalanced data, I compare five estimators of σ 2/a and σ 2/e the among and within-treatments variance components: Analysis of Variance (ANOVA), Minimum Norm Quadratic Unbiased Estimators (MINQUE) and the rest are non-negative estimators: the Positive Semi Definite Minimum Norm Quadratic Minimum Biased Estimators (PSD-MINOMBE), the Closest to MINQUE (CMINQUE) and the Closest to ANOVA (CANOVA) estimators. The estimators are compared through their biases and MSE's, which are estimated by the Monte Carlo simulation technique.