Minimum-variance unbiased estimator

Abstract: This paper presents a parameter covariance matrix estimator which is consistent even when the disturbances of a linear regression model are heteroskedastic. This estimator does not depend on a formal model of the structure of the heteroskedasticity. By comparing the elements of the new estimator to those of the usual covariance estimator, one obtains a direct test for heteroskedasticity, since in the absence of heteroskedasticity, the two estimators will be approximately equal, but will generally diverge otherwise. The test has an appealing least squares interpretation.

Abstract: Glass's estimator of effect size, the sample mean difference divided by the sample standard deviation, is studied in the context of an explicit statistical model. The exact distribution of Glass's estimator is obtained and the estimator is shown to have a small sample bias. The minimum variance unbiased estimator is obtained and shown to have uniformly smaller variance than Glass's (biased) estimator. Measurement error is shown to attenuate estimates of effect size and a correction is given. The effects of measurement invalidity are discussed. Expressions for weights that yield the most precise weighted estimate of effect size are also derived.

Abstract: Estimation of latent ability using the entire response pattern of free-response items is discussed, first in the general case and then in the case where the items are scored in a graded way, especially when the thinking process required for solving each item is assumed to be homogeneous. The maximum likelihood estimator, the Bayes modal estimator, and the Bayes estimator obtained by using the mean-square error multiplied by the density function of the latent variate as the loss function are taken as our estimators. Sufficient conditions for the existence of a unique maximum likelihood estimator and a unique Bayes modal estimator are formulated with respect to an individual item rather than with respect to a whole set of items, which are useful especially in the situation where we are free to choose optimal items for a particular examinee out of the item library in which a sufficient number of items are stored with reliable quality controls. Advantages of the present methods are investigated by comparing them with those which make use of conventional dichotomous items or test scores, theoretically as well as empirically, in terms of the amounts of information, the standard errors of estimators, and the mean-square errors of estimators. The utility of the Bayes modal estimator as a computational compromise for the Bayes estimator is also discussed and observed. The relationship between the formula for the item characteristic function and the philosophy of scoring is observed with respect to dichotomous items.

Abstract: There is a simple robust variance estimator for cluster-correlated data. While this estimator is well known, it is poorly documented, and its wide range of applicability is often not understood. The estimator is widely used in sample survey research, but the results in the sample survey literature are not easily applied because of complications due to unequal probability sampling. This brief note presents a general proof that the estimator is unbiased for cluster-correlated data regardless of the setting. The result is not new, but a simple and general reference is not readily available. The use of the method will benefit from a general explanation of its wide applicability.

Abstract: Mixed linear models are assumed in most animal breeding applications. Convenient methods for computing BLUE of the estimable linear functions of the fixed elements of the model and for computing best linear unbiased predictions of the random elements of the model have been available. Most data available to animal breeders, however, do not meet the usual requirements of random sampling, the problem being that the data arise either from selection experiments or from breeders' herds which are undergoing selection. Consequently, the usual methods are likely to yield biased estimates and predictions. Methods for dealing with such data are presented in this paper.