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Media type:
E-Article
Title:
Estimation of Variance Components with High Breakdown Point and High Efficiency
Contributor:
Muller, Christine H.;
Uhlig, Steffen
imprint:
Biometrika Trust, 2001
Published in:Biometrika
Language:
English
ISSN:
0006-3444
Origination:
Footnote:
Description:
<p>For the one-way random effects model three noniterative robust variance component estimators are investigated. For these estimators block breakdown points, measurement breakdown points and efficiency are derived. It is shown that the block breakdown points are approximating 50% and that the measurement breakdown points are not smaller than 25%. By deriving the asymptotic normal distribution of these estimators we show that two of the new estimators have an asymptotic efficiency greater than 82% and under certain circumstances up to 96%. Competing estimators have lower breakdown points and lower efficiencies. A simulation study shows that the high efficiency also appears for finite samples. The use of the estimators for interlaboratory tests is demonstrated in a practical example.</p>