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 Citations (Scopus)

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
StatePublished - Jan 1 2000

Fingerprint

Intraclass Correlation Coefficient
Random Effects Model
Pivotal Quantity
Estimator
Unbalanced Designs
Restricted Maximum Likelihood
Pivoting
Mean Squared Error
Guidance
Family
Correlation coefficient
Random effects model

Keywords

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

ASJC Scopus subject areas

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

Cite this

@article{8ef49911c7d249859abadaa70fdb99f1,
title = "Pivotal estimation with applications for the intraclass correlation coefficient in the balanced one-way random effects model",
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.",
keywords = "62C15, 62F10, 62F11, Heritability, Maximum likelihood estimators, Pivotal quantity, Variance components",
author = "Harris, {Ian R.} and Burch, {Brent D}",
year = "2000",
month = "1",
day = "1",
language = "English (US)",
volume = "83",
pages = "257--276",
journal = "Journal of Statistical Planning and Inference",
issn = "0378-3758",
publisher = "Elsevier",
number = "1",

}

TY - JOUR

T1 - Pivotal estimation with applications for the intraclass correlation coefficient in the balanced one-way random effects model

AU - Harris, Ian R.

AU - Burch, Brent D

PY - 2000/1/1

Y1 - 2000/1/1

N2 - 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.

AB - 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.

KW - 62C15

KW - 62F10

KW - 62F11

KW - Heritability

KW - Maximum likelihood estimators

KW - Pivotal quantity

KW - Variance components

UR - http://www.scopus.com/inward/record.url?scp=0043191563&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0043191563&partnerID=8YFLogxK

M3 - Article

VL - 83

SP - 257

EP - 276

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

SN - 0378-3758

IS - 1

ER -