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Improving Henderson's Method 3 Approach when Estimating Variance Components in a Two-way Mixed Linear Model

In: Statistical Inference, Econometric Analysis and Matrix Algebra

Author

Listed:
  • Razaw al Sarraj

    (Department of Energy and Technology)

  • Dietrich von Rosen

    (Department of Energy and Technology)

Abstract

A two-way linear mixed model, consisting of three variance components, σ1 2, σ2 2 and σe 2 is considered. The variance component estimators are estimated using a well known non-iterative estimation procedure, Henderson's method 3. for σ2 1 we propose two modified estimators. The modification is carried out by perturbing the standard estimator, such that the obtained estimator is expected to perform better in terms of its mean square error.

Suggested Citation

  • Razaw al Sarraj & Dietrich von Rosen, 2009. "Improving Henderson's Method 3 Approach when Estimating Variance Components in a Two-way Mixed Linear Model," Springer Books, in: Bernhard Schipp & Walter Kräer (ed.), Statistical Inference, Econometric Analysis and Matrix Algebra, pages 125-142, Springer.
    • Handle: RePEc:spr:sprchp:978-3-7908-2121-5_9
    DOI: 10.1007/978-3-7908-2121-5_9
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