Empirical Bayes estimation and its superiority for two-way classification model

Consider a two-way classification model, and let [alpha] and [beta] be the vectors of treatment effects of two factors A and B under investigation. We discuss the problem of constructing Bayes and empirical Bayes (EB) estimators of the linear functions of [alpha] and [beta]. Under general conditions, EB estimators are found to have smaller mean square error matrix than the least sum of squares solutions.

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Year of publication:	2003
Authors:	Wei, Laisheng ; Chen, Jiahua
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 63.2003, 2, p. 165-175
Publisher:	Elsevier
Keywords:	Bayes estimator Empirical Bayes estimator Mean squared error matrix criterion Two-way classification model

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223833