一类线性混合模型中方差分量的估计

Estimation of Variance Components in Linear Mixed Model

将线性混合模型中随机效应的协方差阵推广为正定阵,运用方差分析估计的方法给出了方差分量的估计。通过QR分解给出了简化计算的方法,利用随机变量二次型的协方差对方差分量的估计做了进一步的改进,同时还给出了方差分量的一个非负估计。

In this paper,the covariance matrix of random effect in linear mixed model is extended to positive matrix. We construct the estimation of variance components based on the idea of ANOVA estimation. It is also showed that QR decomposition can reduce the amount of data in computation. Simultaneously,an improved estimation is obtained by the application of the covariance of quadratic forms of random variables. A nonnegative estimation of variance components is also given.