The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Comparison of MIVQUE Estimators Using EQDGs for the One-way Random Model with Unbalanced Data

불균형 일원랜덤효과모형에서 EQDGs를 이용한 MIVQUE 추정량 비교

  • 정병철 (성신여자대학교 통계학과)
  • Published : 2005.07.01
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Abstract

In this study, the MIVQUE estimators of variance components for the one-way random model with unbalanced data are investigated. In order to compare the efficiency of MIVQUE estimators obtained by using three priori estimates, the Empirical Quantile Dispersion Graphs (EQDGs) are used. From the results of Monte-Carlo study, the MIVQUE estimator using ${\sigma}^2_{\alpha}\;=\;0\;and\;{\sigma}^2_{varraho}=1$ as the priori estimate performs well relative to other estimators.

본 논문에서는 불균형 일원랜덤효과모형에서 분산성분에 대한 MIVQUE 추정량들의 효율에 대하여 연구하였다. MIVQUE 추정량에 대한 초기 추정치로 3가지 추정치가 사용되었으며 이들을 이용하여 얻어지는 MIVQUE 추정량의 효율성을 척도화된 추정량의 경험적 분위수를 이용하는 EQDGs 플롯을 이용하여 비교하였다. 모의실험 결과 집단간 분산의 초기치를 0으로 하고 집단내 분산의 초기치를 1로 사용한 MIVQUE 추정량의 효율이 추정량의 안정성 관점에서 다른 초기치를 사용한 MIVQUE 추정량에 비하여 약간 효율적인 것으로 나타났다.

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References

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