Estimators for the One-Way Random Effects Model with Unequal Error Variances
研究了在随机效应模型中，当各组误差方差不等时，估计方差分量和总体均值的八种方法及十三种对应程序，并考察了参数大小、样本量和组数变化对偏差和均方误差的影响。
Abstract Using the random effects model, yij = μ + α i + ∈ ij , (i = 1, …, k; j = 1, …, ni ), where α i and ∈ ij are normal with means zero and variances σα 2 and σ i 2, this article considers eight methods of estimating σ i 2, σα 2, and thirteen corresponding procedures of estimating μ. Biases and mean squared errors (MSE's) of these procedures are examined for variations in the magnitudes of the unknown parameters, the sample sizes, and the number of groups.