| Article ID: | iaor19972597 |
| Country: | Germany |
| Volume: | 44 |
| Issue: | 1 |
| Start Page Number: | 41 |
| End Page Number: | 51 |
| Publication Date: | Jul 1996 |
| Journal: | Metrika |
| Authors: | Chiou P., Han C.-P. |
A preliminary-test estimator for the error variance in the one-way random model is considered. The optimum levels of significance for the preliminary test are obtained based on a regret function. A pooling procedure for estimating the error variance, based on weighting functions, is also considered. A comparison of these estimators is made.