| Abstract: | In this article I address the evaluation of estimators of variance for parameter estimates. Given an unbiased estimator X of a parameter 0, and an estimator V of the variance of X, how does one test (via simulation) whether V is an unbiased estimator of the variance of X? The derivation of the test statistic illustrates the need for care in substituting consistent estimators for unknown parameters. |
| Genre: | Article |
| ProdID: | 5223040 |
| Citation Author: | Link, W. A. |
| Citation Contributing Office: | Patuxent Wildlife Research Center |
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| Citation End Page: | 134 |
| Citation Issue: | 2 |
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| Citation Language: | English |
| Citation Larger Work Title: | American Statistician |
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| Citation Number Of Pages: | 3 |
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| Citation Phsyical Description: | 132-134 |
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| Citation Public Comments: | 4446_Link.pdf |
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| Citation Search Results Text: | Simulation testing of unbiasedness of variance estimators; 1993; Article; Journal; American Statistician; Link, W. A. |
| Citation Start Page: | 132 |
| Citation Volume: | 47 |
| Citation Year: | 1993 |
| Type: | citation/reference |
| Text: | Simulation testing of unbiasedness of variance estimators; 1993; Article; Journal; American Statistician; Link, W. A. |
| URL (THUMBNAIL): | http://pubs.er.usgs.gov/thumbnails/outside_thumb.jpg |
| URL (DOCUMENT): | http://www.jstor.org/stable/2685196 |
| Date Other: | Wed, 16 Jun 2010 12:18 -0500 |
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