The ANOVA estimates appear to have a strong trend where τ 2 is smaller than expected, reflecting the tendency of the ANOVA estimate to favor σ 2 at the cost of shrinking τ 2 to zero if necessary (we saw this same pattern in fig. 2 ).
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The ANOVA estimates appear to have a strong trend where τ 2 is smaller than expected, reflecting the tendency of the ANOVA estimate to favor σ 2 at the cost of shrinking τ 2 to zero if necessary (we saw this same pattern in fig. 2 ).