Biased estimates of variance components

Relative bias comparison between the PSD-MINQMBE (Positive Semi Definite Minimum Norm Quadratic Minimum Biased Estimates) introduced by Hartung (1981) and the BNNQE (Biased Non Negative Quadratic Estimates) introduced by Chauby (1983) for σ²_a in the unbalanced one way random effect model with two groups are investigated. The values of the efficiency of the MINQUE (Minimum Norm Quadratic Unbiased Estimate) introduced by Rao (1971) of σ²_a relative to PSD-MINQMBE BNNQE are studied.