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Hierarchical Bayes Estimators of the Error Variance in Two-Way ANOVA Models
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 Title & Authors
Hierarchical Bayes Estimators of the Error Variance in Two-Way ANOVA Models
Chang, In Hong; Kim, Byung Hwee;
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 Abstract
For estimating the error variance under the relative squared error loss in two-way analysis of variance models, we provide a class of hierarchical Bayes estimators and then derive a subclass of the hierarchical Bayes estimators, each member of which dominates the best multiple of the error sum of squares which is known to be minimax. We also identify a subclass of non-minimax hierarchical Bayes estimators.
 Keywords
Balanced two-way ANOVA model;Error variance;Hierarchical Bayes estimation;Minimaxity;Relative squared error loss;
 Language
English
 Cited by
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