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On a Stein‐type two‐stage procedure for the general linear model
Author(s) -
Wilcox Rand R.
Publication year - 1985
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1111/j.2044-8317.1985.tb00838.x
Subject(s) - mathematics , type (biology) , sample (material) , linear model , sample size determination , statistics , calculus (dental) , medicine , ecology , chemistry , dentistry , chromatography , biology
As noted in Wilcox (1984), many Stein‐type two‐stage procedures are based on a ‘generalized’ sample mean, and in a few instances alternative procedures have been proposed that are uniformly better; these alternative procedures are based on the usual sample mean. Using a generalized sample mean, Bishop (1978) extended Stein's technique to the general linear model, but one issue that remains unresolved is determining the conditions under which uniformly better results can be obtained using the usual sample means. This note demonstrates that Bishop's solution can be uniformly improved when the variances are equal.