期刊文献+

Simultaneous optimal estimates of fixed effects and variance components in the mixed model 被引量:6

Simultaneous optimal estimates of fixed effects and variance components in the mixed model
原文传递
导出
摘要 For a general linear mixed model with two variance components, a set of simple conditions is obtained, under which, (i) the least squares estimate of the fixed effects and the analysis of variance (ANOVA) estimates of variance components are proved to be uniformly minimum variance unbiased estimates simultaneously; (ii) the exact confidence intervals of the fixed effects and uniformly optimal unbiased tests on variance components are given; (iii) the exact probability expression of ANOVA estimates of variance components taking negative value is obtained. For a general linear mixed model with two variance components, a set of simple conditions is obtained, under which, (i) the least squares estimate of the fixed effects and the analysis of variance (ANOVA) estimates of variance components are proved to be uniformly minimum variance unbiased estimates simultaneously; (ii) the exact confidence intervals of the fixed effects and uniformly optimal unbiased tests on variance components are given; (iii) the exact probability expression of ANOVA estimates of variance components taking negative value is obtained.
出处 《Science China Mathematics》 SCIE 2004年第5期787-799,共13页 中国科学:数学(英文版)
基金 This work was partially supported by the National Natural Science Foundation of China(Grant No.10271010) the Natural Science Foundation of Beijing(Grant Mo.1032001).
关键词 linear mixed model random effect variance component minimum variance UNBIASED estimate uniformly MOST POWERFUL UNBIASED test. linear mixed model random effect variance component minimum variance unbiased estimate uniformly most powerful unbiased test
  • 相关文献

参考文献3

  • 1Wang Songgui,Yin Suju.A new estimate of the parameters in linear mixed models[J].Science in China Series A: Mathematics.2002(10)
  • 2Albert,A.When is a sum of squares an analysis of variance, Ann[].Statistica.1975
  • 3Lehmann,E. L.Testing Statistical Hypotheses, 2nd ed[].New York: John Wiley & Sons.1986

同被引文献3

引证文献6

二级引证文献4

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部