DIFFICULTIES IN OBTAINING CONSISTENT ESTIMATORS OF VARIANCE PARAMETERS
成果类型：
Article
署名作者：
JEWELL, NP; RAAB, GM
署名单位：
Princeton University; University of Edinburgh
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/68.1.221
发表日期：
1981
页码：
221226
关键词：
摘要：
Estimation of variances by pooling information from a large number of small samples [i.e., radioactive counts in immunoassay studies], when the means are nuisance parameters about which no assumptions or prior knowledge are available, is considered. When the variance is proportional to the square of the mean, a consistent estimator is obtained from a marginal likelihood. This method cannot be generalized to other variance functions. Integrated likelihood, modified likelihood and partial conditional likelihood methods are investigated for this example and suggest methods for the general case when the SD is small compared with the mean.
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