BQUE, AOV and MINQUE procedure in Estimating Variance Components

  • Huh, Moon-Yul (Software Development Center Korea Institute of Science and Technology)
  • Published : 1980.06.01

Abstract

Variance components model appears often in designing experiments including time series data analysis. This paper is investigating the properties of the various procedures in estimating variance components for the two-way random model without interaction under normality. In this age of computer-oriented computations, MINQUE is found to be quite practicla because of the robustness with respect to the design configurations and parameters. Also adjusted AOV type estimation procedure is found to yield superior results over the unadjusted one.

Keywords

References

  1. Unpublished Dissertation Robustness of the MINQUE Procedure in Estimating Variance Components Huh,M.Y.
  2. Biometvika Sampling Variances of Estimates of Components of Variance from a Non-Orthogonal Two-Way Classification Low,L.Y.
  3. Technometrics v.18 Some Prorerties of Variance Component Estimates in the Two Way Classification Low,L.Y.
  4. Journal of American Statistical Association v.67 Estimation of Variance and Covariance Components in Linear Models Rao,C.R.