Improved Estimation of Variance Components in Mixed Models

摘要

Taking Albert's (1976) formulation of a mixed model Analysis of variance, weconsider improved estimation of the variance components for balanced designs under squared error loss. Two approaches are presented. One extends the ideas of Stein (1964). The other is developed from the fact that variance components can be expressed as linear combinations of chi-scale parameters. Encouraging simulation results are presented. Keywords: Linear regression analysis, Chi square scale parameters. (KR)