Small samples estimation of dispersion effects from unreplicated data
作者:
Alberto J. Ferrer,
Rafael Romero,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1993)
卷期:
Volume 22,
issue 4
页码: 975-995
ISSN:0361-0918
年代: 1993
DOI:10.1080/03610919308813138
出版商: Marcel Dekker, Inc.
关键词: Dispersion effects;Variance estimation;Estimation methods;Quality improvement;“Off-Line” quality control
数据来源: Taylor
摘要:
We compare the performance of three methods for identifying dispersion effects from unreplicated data: (1) Two-step estimation procedure -TSP- (Harvey 1976), (2) Iterated weighted least squares procedure -IWLS- and (3) Maximum likelihood estimation procedure -ML- (Harvey 1976). We conclude that small sample size estimators are biased: the IWLS and ML methods tend to amplify the absolute value of the real dispersion effect, whereas the TSP estimator tends to reduce it. Asymptotic expressions notably underestimate the IWLS's and ML's real variances. Finally, although ML is the most efficient with large samples, the simplest estimator, TSP, turns out as the most advisable choice with small sample sizes. A linear combination of TSP and ML, as an approximately unbiased dispersion effect estimator, AVEMT, is proposed. Three examples are discussed to illustrate the results.
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