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.
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© 2009 Physica-Verlag Heidelberg
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Sarraj, R.a., Rosen, D.v. (2009). Improving Henderson's Method 3 Approach when Estimating Variance Components in a Two-way Mixed Linear Model. In: Schipp, B., Kräer, W. (eds) Statistical Inference, Econometric Analysis and Matrix Algebra. Physica-Verlag HD. https://doi.org/10.1007/978-3-7908-2121-5_9
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DOI: https://doi.org/10.1007/978-3-7908-2121-5_9
Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-7908-2120-8
Online ISBN: 978-3-7908-2121-5
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