Simultaneous optimal estimation in linear mixed models
β Scribed by Mi-Xia Wu; Kai-Fun Yu; Aiyi Liu; Tie-Feng Ma
- Book ID
- 113020701
- Publisher
- Springer
- Year
- 2010
- Tongue
- English
- Weight
- 256 KB
- Volume
- 75
- Category
- Article
- ISSN
- 0026-1335
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π SIMILAR VOLUMES
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.
We consider a linear normal model Y=X%+e with % verifying a linear restriction and the standard estimators % (unrestricted MLE) and %\* (restricted MLE). We prove that %\* is preferable to % using a new and strong criterion which implies the domination under other usual criteria; in particular it is