Sankhya: The Indian Journal of Statistics
1996, Volume 58, Series B, Pt. 3, pp. 360--362
ON THE NONEXISTANCE OF NONNEGETIVE UNBIASED ESTIMATORS OF VARIANCE COMPONENTS
MALAY GHOSH, University of Florida, Gainesville
SUMMARY. The paper gives an elementary proof of the nonexistence of nonnegative unbiased estimators of the variances of the random effects in general mixed effects linear models.
AMS (1991) subject classification. 62J10.
Key words and phrases. Median income, four-person families, CPS, small area estimation, multivariate, empirical Bayes, hierarchical Bayes.
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