๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Estimation of Variance Components in Mixed Linear Models

โœ Scribed by T. Kubokawa

Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
775 KB
Volume
53
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

โœฆ Synopsis

In mixed linear models with two variance components, classes of estimators improving on ANOVA estimators for the variance components and the ratio of variances are constructed on the basis of the invariant statistics. Out of the classes, consistent, improved and positive estimators are singled out. These estimators are shown to be further dominated by utilizing the information contained in the noninvariant statistics. Applications to the unbalanced one-way ANOVA models and to balanced incomplete block designs are given. 1995 Academic Press. Inc

๐Ÿ“œ SIMILAR VOLUMES

Improved Nonnegative Estimation of Varia
Improved Nonnegative Estimation of Variance Components in Balanced Multivariate Mixed Models
โœ T. Mathew; A. Niyogi; B.K. Sinha ๐Ÿ“‚ Article ๐Ÿ“… 1994 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 704 KB

Consider the independent Wishart matrices \(S_{1} \sim W\left(\Sigma+\lambda \theta, q_{1}\right)\) and \(S_{2} \sim\) \(W\left(\Sigma, q_{2}\right)\), where \(\Sigma\) is an unknown positive definite (p.d.) matrix, \(\theta\) is an unknown nonnegative definite (n.n.d.) matrix, and \(\lambda\) is a

Bootstrap tests for variance components
Bootstrap tests for variance components in generalized linear mixed models
โœ Sanjoy K. Sinha ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ French โš– 141 KB ๐Ÿ‘ 3 views

## Abstract In many applications of generalized linear mixed models to clustered correlated or longitudinal data, often we are interested in testing whether a random effects variance component is zero. The usual asymptotic mixture of chiโ€square distributions of the score statistic for testing const