Pivotal estimation with applications for the intraclass correlation coefficient in the balanced one-way random effects model

Ian R. Harris, Brent D. Burch

Research output: Contribution to journalArticle

4 Scopus citations

Abstract

In this paper pivotal quantities are used to obtain estimators of parameters. As an application of this technique, a family of estimators is presented for the intraclass correlation coefficient in the balanced one-way random effects model. The family is derived by equating a pivotal quantity to different values of the pivoting distribution, and includes the familiar REML and ML estimators. It is shown that under certain conditions, in terms of mean-squared error, most members of the family of estimators are admissible within the family. The authors provide guidance concerning the choice of an individual member of the family for estimation purposes and indicate how the method can be extended to unbalanced designs.

Original languageEnglish (US)
Pages (from-to)257-276
Number of pages20
JournalJournal of Statistical Planning and Inference
Volume83
Issue number1
DOIs
StatePublished - Jan 1 2000

Keywords

  • 62C15
  • 62F10
  • 62F11
  • Heritability
  • Maximum likelihood estimators
  • Pivotal quantity
  • Variance components

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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