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Thread: Estimating a variance component using method of moments

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    Estimating a variance component using method of moments



    Hi, I'm new to this forum and I'm looking for some help with something that I have been trying to figure out for an hour or so now with no progress at all.

    The question I am working with is as follows:

    Estimate the variance component for Operators (one of the variables) sigma squared using the method of moments.

    The things that I'm given are the model for the data, the different variables, and the Mean Square and Expected Mean Square for each of the variables.

    Does anyone know how to solve this kind of a problem? Your help would be very much appreciated! I'll make sure to pay it forward in the near future.

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    Re: Estimating a variance component using method of moments


    Hey ksizzle.

    Can you outline the distribution associated with sigma^2? Is it just Var[X}? If so does MSE = Var[X] + bias^2 (for parameter X) and MSE = E[MS]?

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