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Bayesian and Frequentist Approaches Robustness in Variance Components Estimation

Research Authors
Hamdy F. F. Mahmoud
Research Journal
Journal of Statistics Applications & Probability
Research Member
Research Publisher
NULL
Research Rank
1
Research Vol
9(3)
Research Website
NULL
Research Year
2020
Research_Pages
435-449
Research Abstract

Variance components and functions thereof are important in many fields such as industry, agriculture, quantitative genetics and animal breeding. This paper contributes to evaluating the variance components estimation approaches and assessing their robustness to outliers. Using an intensive simulation study and under different settings, it was found that researchers can decide which method of estimation is appropriate to their study to estimate the variance components based on the source of outliers (error term, εi j or random effects, αi), the variance components ratio, and the sample size.