Inference about Variance Components in the One-Way Model
作者:
BruceM. Hill,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1965)
卷期:
Volume 60,
issue 311
页码: 806-825
ISSN:0162-1459
年代: 1965
DOI:10.1080/01621459.1965.10480829
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The estimation of variance components in the one-way model is considered from a subjective Bayesian point of view. The situation in which the classical unbiased estimate of the between variance component is negative is explored in some detail. Exact and approximate posterior distributions are obtained in both the balanced and unbalanced case. Common sense aspects of the problem are emphasized, and some contrasts with other approaches. For example, Bayesianly speaking, a large negative unbiased estimate of the between variance component indicates an uninformative experiment in which the effective likelihood for that variance component is extremely flat, instead of strong evidence that the variance component is nearly zero.
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