title: On non-negative estimation of variance components in mixed linear models.
abstract: Alternative estimators have been derived for estimating the variance components according to Iterative Almost Unbiased Estimation (IAUE). As a result two modified IAUEs are introduced. The relative performances of the proposed estimators and other estimators are studied by simulating their bias, Mean Square Error and the probability of getting negative estimates under unbalanced nested-factorial model with two fixed crossed factorial and one nested random factor. Finally the Empirical Quantile Dispersion Graph (EQDG), which provides a comprehensive picture of the quality of estimation, is depicted corresponding to all the studied methods.
authors: Statistical Department, Faculty of Political and Economic Sciences, Cairo University, Egypt.
authors: Heba A
authors: HA
authors: El Leithy
authors: Statistical Department, Faculty of Political and Economic Sciences, Cairo University, Egypt.
authors: Zakaria A
authors: ZA
authors: Abdel Wahed
authors: Statistical Department, Faculty of Political and Economic Sciences, Cairo University, Egypt.
authors: Mohamed S
authors: MS
authors: Abdallah
keywords: AUE; MINQUE; Negative estimates; Quantile dispersion graphs; Restricted maximum likelihood; Variance components