论文信息 - A Bayesian approach to the estimation of variance components for the unbalanced one-way random model

A Bayesian approach to the estimation of variance components for the unbalanced one-way random model

The estimation of variance components in the one-way random model with unequal sample sizes is studied. A simulation study that indicates that modes of posterior distributions have good sampling properties compared with other estimators is presented. The posterior distributions are calculated using a noninformative prior distribution that is uniform on the intraclass correlation. A simulation study for the estimation of the ratio of the variance components is also presented, together with a study of the sampling properties of highest posterior density regions for this ratio, Bayesian estimators appear to be viable competitors to the many classical alternatives in a sampling framework.

Kathryn Chaloner | K. Chaloner

[1] M. Stone,et al. A paradox involving quasi prior distributions , 1965 .

[2] S. Zacks,et al. Mean Square Efficiency of Estimators of Variance Components , 1969 .

[3] G. C. Tiao,et al. BAYESIAN ANALYSIS OF RANDOM-EFFECT MODELS IN THE ANALYSIS OF VARIANCE. I. POSTERIOR DISTRIBUTION OF VARIANCE-COMPONENTS. , 1965 .

[4] B. M. Hill,et al. Inference about Variance Components in the One-Way Model , 1965 .

[5] S. R. Searle,et al. Minimum Variance Quadratic Unbiased Estimation (MIVQUE) of Variance Components , 1978 .

[6] D. Lindley,et al. Bayes Estimates for the Linear Model , 1972 .

[7] Abraham Wald,et al. A Note on the Analysis of Variance with Unequal Class Frequencies , 1940 .

[8] Bruce M. Hill,et al. Robust Analysis of the Random Model and Weighted Least Squares Regression , 1980 .

[9] G. C. Tiao,et al. Bayesian inference in statistical analysis , 1973 .

[10] A. Skene. Computing Marginal Distributions for the Dispersion Parameters of Analysis of Variance Models , 1983 .

[11] John F. Monahan,et al. Monte Carlo Comparison of ANOVA, MIVQUE, REML, and ML Estimators of Variance Components , 1984 .