Jackknife variance estimators of the location estimator in the one-way random-effects model |
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Authors: | Youngjo Lee |
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Institution: | (1) Department of Statistics, Hallym University, Chunchon, Korea |
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Abstract: | In a one-way random-effects model, we frequently estimate the variance components by the analysis-of-variance method and then, assuming the estimated values are true values of the variance components, we estimate the population mean. The conventional variance estimator for the estimate of the mean has a bias. This bias can become severe in contaminated data. We can reduce the bias by using the delta method. However, it still suffers from a large bias. We develop a jackknife variance estimator which is robust with respect to data contamination.This research was supported by the Korea Science and Engineering Foundation. |
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Keywords: | Jackknife one-way random-effect models robustness Monte Carlo study |
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