Abstract:

For the balanced nested error component regression model which has three variance components, the Analysis of Variance (ANOVA)type estimators—WH estimators,WK estimators, and SA estimators are obtained by the methods Baltagi used. What is more,  the improved estimators are provided, especially aiming at the WK estimators of variance components of random effect and random error respectively, and it is proved that the improved estimators obtained are better than the estimators obtained by the methods Baltagi used under the mean-squared-error criterion.

Key words: nested error component regression model; WH estimators; WK estimators; SA estimators; improved estimators