Reduced Bias Autocorrelation Estimation: Three Jackknife Methods.

Huitema, Bradley E.; McKean, Joseph W.

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Peer reviewed

ERIC Number: EJ495717

Record Type: Journal

Publication Date: 1994

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ISSN: ISSN-0013-1644

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Reduced Bias Autocorrelation Estimation: Three Jackknife Methods.

Huitema, Bradley E.; McKean, Joseph W.

Educational and Psychological Measurement, v54 n3 p654-65 Fall 1994

Effectiveness of jackknife methods in reducing bias in estimation of the log-1 autocorrelation parameter p1 was evaluated through a Monte Carlo study using sample sizes ranging from 6 to 500. These estimates appear less biased in the small sample case than many that have been investigated recently. (SLD)

Descriptors: Computer Simulation, Estimation (Mathematics), Monte Carlo Methods, Sample Size, Statistical Bias

Publication Type: Reports - Research; Journal Articles

Education Level: N/A

Audience: N/A

Language: English

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