Testimation of Error Variance for a Three-way Layout in Random Effects Model under Asymmetric Loss Function
نویسندگان
چکیده
The present paper proposes a testimation procedure using a preliminary test of significance for the estimation of the error variance for three-way layout to be used for testing a main effect in the random effects model. The risk properties of this testimation procedure have been studied under asymmetric loss function and it is observed through numerical computations that the estimator for error variance performs better than the estimator under 'Squared Error Loss Function (SELF)' for certain range of the nuisance parameters and certain combinations of degrees of freedom. Recommendations for the choice of degree of asymmetry and the level of significance have been made, the procedure presents a method as how, to control the error with proper choices ofthese quantities.
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