Generalized Ridge Estimation for Psychology Variance Component Model

W. Haiying, Tong Hengqing, Li Tianzhen
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Abstract

The variance component (VC) model is popular for psychology analysis. In this paper we generalize the method of ridge estimate into variance component model by means of the correspondence between deviation and mean. Then we prove that the mean square error of the ridge estimation is less than those of the common estimation. At last we give reasonable selections of the ridge parameters.
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心理方差分量模型的广义脊估计
方差成分(VC)模型是常用的心理分析方法。本文利用方差与均值的对应关系,将脊估计方法推广到方差分量模型中。然后证明了脊估计的均方误差小于一般估计的均方误差。最后给出了脊线参数的合理选择。
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