MSE in Estimating Variance Components

Document Type : Original Article

Author

Dep.of Mathematics, Faculty of Science, Alexandria University, Alexandria, Egypt

Abstract

Best unbiased estimators for the variance of the MINQUE (Minimum Norm Quadratic Unbiased Estimators) and the MSE (Mean Square Error) of the PSD-MINQMBE (Positive Semi Definite- Minimum Norm Quadratic Unbiased Estimators), in estimating the variance components of the general variance components model are given. These estimators are discussed in the balanced one-way random effect model and are compared through the Monte Carlo method.

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