Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that t...Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that the proposed EB decision rules are asymptotically optimal with convergence rates near O(n-1/2). Finally, an example concerning the main result is given.展开更多
The solution of the grey model(GM(1,1)model)generally involves equal-precision observations,and the(co)variance matrix is established from the prior information.However,the data are generally available with unequal-pr...The solution of the grey model(GM(1,1)model)generally involves equal-precision observations,and the(co)variance matrix is established from the prior information.However,the data are generally available with unequal-precision measurements in reality.To deal with the errors of all observations for GM(1,1)model with errors-in-variables(EIV)structure,we exploit the total least-squares(TLS)algorithm to estimate the parameters of GM(1,1)model in this paper.Ignoring that the effect of the improper prior stochastic model and the homologous observations may degrade the accuracy of parameter estimation,we further present a nonlinear total least-squares variance component estimation approach for GM(1,1)model,which resorts to the minimum norm quadratic unbiased estimation(MINQUE).The practical and simulative experiments indicate that the presented approach has significant merits in improving the predictive accuracy in comparison with control methods.展开更多
In this paper,using the Bootstrap approach and generalized approach,the authors consider the one-sided hypothesis testing problems for variance component functions in the two-way random effects model.Firstly,the test ...In this paper,using the Bootstrap approach and generalized approach,the authors consider the one-sided hypothesis testing problems for variance component functions in the two-way random effects model.Firstly,the test statistics and confidence intervals for the sum of variance components are constructed.Next,the one-sided hypothesis testing problems for the ratio of variance components are also discussed.The Monte Carlo simulation results indicate that the Bootstrap approach is better than the generalized approach in most cases.Finally,the above approaches are applied to the real data examples of mice blood p H and molded plastic part’s dimensions.展开更多
In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test stati...In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test statistic for the fixed effect is constructed.Secondly,using the Bootstrap approach and generalized approach,the one-sided hypothesis testing and interval estimation problems for the single variance component,the sum and ratio of variance components are discussed respectively.Further,the Monte Carlo simulation results indicate that the exact test statistic performs well in the one-sided hypothesis testing problem for the fixed effect.And the Bootstrap approach is better than the generalized approach in the one-sided hypothesis testing problems for variance component functions in most cases.Finally,the above approaches are applied to the real data examples of the consumer price index and value-added index of three industries to verify their rationality and effectiveness.展开更多
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...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.展开更多
Although genome-wide association studies are widely used to mine genes for quantitative traits,the effects to be estimated are confounded,and the methodologies for detecting interactions are imperfect.To address these...Although genome-wide association studies are widely used to mine genes for quantitative traits,the effects to be estimated are confounded,and the methodologies for detecting interactions are imperfect.To address these issues,the mixed model proposed here first estimates the genotypic effects for AA,Aa,and aa,and the genotypic polygenic background replaces additive and dominance polygenic backgrounds.Then,the estimated genotypic effects are partitioned into additive and dominance effects using a one-way analysis of variance model.This strategy was further expanded to cover QTN-by-environment interactions(QEIs)and QTN-by-QTN interactions(QQIs)using the same mixed-model framework.Thus,a three-variance-component mixed model was integrated with our multi-locus random-SNP-effect mixed linear model(mrMLM)method to establish a new methodological framework,3VmrMLM,that detects all types of loci and estimates their effects.In Monte Carlo studies,3VmrMLM correctly detected all types of loci and almost unbiasedly estimated their effects,with high powers and accuracies and a low false positive rate.In re-analyses of 10 traits in 1439 rice hybrids,detection of 269 known genes,45 known gene-by-environment interactions,and 20 known gene-by-gene interactions strongly validated 3VmrMLM.Further analyses of known genes showed more small(67.49%),minor-allele-frequency(35.52%),and pleiotropic(30.54%)genes,with higher repeatability across datasets(54.36%)and more dominance loci.In addition,a heteroscedasticity mixed model in multiple environments and dimension reduction methods in quite a number of environments were developed to detect QEIs,and variable selection under a polygenic background was proposed for QQI detection.This study provides a new approach for revealing the genetic architecture of quantitative traits.展开更多
The classical least-squares methods may only solve LS β when the variance-covariance (matrix ∑(σ2 ∑)) is known (σ2 is unknown and ∑ is known) in linear model. The author thinks that maximum likelihood type est...The classical least-squares methods may only solve LS β when the variance-covariance (matrix ∑(σ2 ∑)) is known (σ2 is unknown and ∑ is known) in linear model. The author thinks that maximum likelihood type estimation (M-estimation) should replace LS estimation. The paper discusses robust estimations of parameter vector and variance components for corresponding error model based on the principle of maximum likelihood type estimations (M-estimations). The influence functions are given respectively.展开更多
The present paper deals with the inefficiency of the least square estimates in linear models.FOr Gauss-Markov model, a new efficiency is proposed and its lower bound is given. FOr variancecomponent model, an efficienc...The present paper deals with the inefficiency of the least square estimates in linear models.FOr Gauss-Markov model, a new efficiency is proposed and its lower bound is given. FOr variancecomponent model, an efficiency is introduced and its lower bound, which is independent ofunknown parameters, is obtained.展开更多
WOMBAT is a software package for quantitative genetic analyses of continuous traits, fitting a linear, mixed model; estimates of covariance components and the resulting genetic parameters are obtained by restricted ma...WOMBAT is a software package for quantitative genetic analyses of continuous traits, fitting a linear, mixed model; estimates of covariance components and the resulting genetic parameters are obtained by restricted maximum likelihood. A wide range of models, comprising numerous traits, multiple fixed and random effects, selected genetic covariance structures, random regression models and reduced rank estimation are accommodated. WOMBAT employs up-to-date numerical and computational methods. Together with the use of efficient compilers, this generates fast executable programs, suitable for large scale analyses. Use of WOMBAT is illustrated for a bivariate analysis. The package consists of the executable program, available for LINUX and WINDOWS environments, manual and a set of worked example, and can be downloaded free of charge from http://agbu. une.edu.au/-kmeyer/wombat.html展开更多
The present paper daisses the relative efficiencies of the least square estimates in linear models. For Gauss-Markoff model: Y=Xe + e E(e)= 0, Cov(e)=V, an new efficiencyo f least square estimate for linearly estimabl...The present paper daisses the relative efficiencies of the least square estimates in linear models. For Gauss-Markoff model: Y=Xe + e E(e)= 0, Cov(e)=V, an new efficiencyo f least square estimate for linearly estimable function c'r is proposed and its lower bound is giv-en. For variance component model: Y=X + e, E(e)=0, Cov(e)=, an new efficiency of least square estimate for linearly estimable function C'r is introduced for the first timeand its lower bound, which is independent of unknown parameters, is also obtained.展开更多
We consider a functional partially linear additive model that predicts a functional response by a scalar predictor and functional predictors. The B-spline and eigenbasis least squares estimator for both the parametric...We consider a functional partially linear additive model that predicts a functional response by a scalar predictor and functional predictors. The B-spline and eigenbasis least squares estimator for both the parametric and the nonparametric components proposed. In the final of this paper, as a result, we got the variance decomposition of the model and establish the asymptotic convergence rate for estimator.展开更多
Stochastic models play an important role in achieving high accuracy in positioning,the ideal estimator in the least-squares(LS)can be obtained only by using the suitable stochastic model.This study investigates the ro...Stochastic models play an important role in achieving high accuracy in positioning,the ideal estimator in the least-squares(LS)can be obtained only by using the suitable stochastic model.This study investigates the role of variance component estimation(VCE)in the LS method for Precise Point Positioning(PPP).This estimation is performed by considering the ionospheric-free(IF)functional model for code and the phase observation of Global Positioning System(GPS).The strategy for estimating the accuracy of these observations was evaluated to check the effect of the stochastic model in four modes:a)antenna type,b)receiver type,c)the tropospheric effect,and d)the ionosphere effect.The results show that using empirical variance for code and phase observations in some cases caused erroneous estimation of unknown components in the PPP model.This is because a constant empirical variance may not be suitable for various receivers and antennas under different conditions.Coordinates were compared in two cases using the stochastic model of nominal weight and weight estimated by LS-VCE.The position error difference for the east-west,north-south,and height components was 1.5 cm,4 mm,and 1.8 cm,respectively.Therefore,weight estimation with LS-VCE can provide more appropriate results.Eventually,the convergence time based on four elevation-dependent models was evaluated using nominal weight and LS-VCE weight.According to the results,the LS-VCE has a higher convergence rate than the nominal weight.The weight estimation using LS-VCE improves the convergence time in four elevation-dependent models by 11,13,12,and 9 min,respectively.展开更多
Geodetic functional models,stochastic models,and model parameter estimation theory are fundamental for geodetic data processing.In the past five years,through the unremitting efforts of Chinese scholars in the field o...Geodetic functional models,stochastic models,and model parameter estimation theory are fundamental for geodetic data processing.In the past five years,through the unremitting efforts of Chinese scholars in the field of geodetic data processing,according to the application and practice of geodesy,they have made significant contributions in the fields of hypothesis testing theory,un-modeled error,outlier detection,and robust estimation,variance component estimation,complex least squares,and ill-posed problems treatment.Many functional models such as the nonlinear adjustment model,EIV model,and mixed additive and multiplicative random error model are also constructed and improved.Geodetic data inversion is an important part of geodetic data processing,and Chinese scholars have done a lot of work in geodetic data inversion in the past five years,such as seismic slide distribution inversion,intelligent inversion algorithm,multi-source data joint inversion,water reserve change and satellite gravity inversion.This paper introduces the achievements of Chinese scholars in the field of geodetic data processing in the past five years,analyzes the methods used by scholars and the problems solved,and looks forward to the unsolved problems in geodetic data processing and the direction that needs further research in the future.展开更多
基金The project is partly supported by NSFC (19971085)the Doctoral Program Foundation of the Institute of High Education and the Special Foundation of Chinese Academy of Sciences.
文摘Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that the proposed EB decision rules are asymptotically optimal with convergence rates near O(n-1/2). Finally, an example concerning the main result is given.
基金supported by the National Natural Science Foundation of China(No.41874001 and No.41664001)Support Program for Outstanding Youth Talents in Jiangxi Province(No.20162BCB23050)National Key Research and Development Program(No.2016YFB0501405)。
文摘The solution of the grey model(GM(1,1)model)generally involves equal-precision observations,and the(co)variance matrix is established from the prior information.However,the data are generally available with unequal-precision measurements in reality.To deal with the errors of all observations for GM(1,1)model with errors-in-variables(EIV)structure,we exploit the total least-squares(TLS)algorithm to estimate the parameters of GM(1,1)model in this paper.Ignoring that the effect of the improper prior stochastic model and the homologous observations may degrade the accuracy of parameter estimation,we further present a nonlinear total least-squares variance component estimation approach for GM(1,1)model,which resorts to the minimum norm quadratic unbiased estimation(MINQUE).The practical and simulative experiments indicate that the presented approach has significant merits in improving the predictive accuracy in comparison with control methods.
基金Zhejiang Provincial Natural Science Foundation of China under Grant No.LY20A010019Ministry of Education of China+4 种基金Humanities and Social Science Projects under Grant No.19YJA910006Fundamental Research Funds for the Provincial Universities of Zhejiang under Grant No.GK199900299012-204Zhejiang Provincial Philosophy and Social Science Planning Zhijiang Youth Project of China under Grant No.16ZJQN017YBZhejiang Provincial Statistical Science Research Base Project of China under Grant No.19TJJD08Scientific Research and Innovation Foundation of Hangzhou Dianzi University under Grant No.CXJJ2019008。
文摘In this paper,using the Bootstrap approach and generalized approach,the authors consider the one-sided hypothesis testing problems for variance component functions in the two-way random effects model.Firstly,the test statistics and confidence intervals for the sum of variance components are constructed.Next,the one-sided hypothesis testing problems for the ratio of variance components are also discussed.The Monte Carlo simulation results indicate that the Bootstrap approach is better than the generalized approach in most cases.Finally,the above approaches are applied to the real data examples of mice blood p H and molded plastic part’s dimensions.
基金supported by National Social Science Foundation of China(21BTJ068)。
文摘In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test statistic for the fixed effect is constructed.Secondly,using the Bootstrap approach and generalized approach,the one-sided hypothesis testing and interval estimation problems for the single variance component,the sum and ratio of variance components are discussed respectively.Further,the Monte Carlo simulation results indicate that the exact test statistic performs well in the one-sided hypothesis testing problem for the fixed effect.And the Bootstrap approach is better than the generalized approach in the one-sided hypothesis testing problems for variance component functions in most cases.Finally,the above approaches are applied to the real data examples of the consumer price index and value-added index of three industries to verify their rationality and effectiveness.
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).
文摘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.
基金supported by the National Natural Science Foundation of China(32070557 and 31871242)the Fundamental Research Funds for the Central Universities(2662020ZKPY017)+1 种基金the Huazhong Agricultural University Scientific&Technological Self-Innovation Foundation(2014RC020)the State Key Laboratory of Cotton Biology Open Fund(CB2021B01).
文摘Although genome-wide association studies are widely used to mine genes for quantitative traits,the effects to be estimated are confounded,and the methodologies for detecting interactions are imperfect.To address these issues,the mixed model proposed here first estimates the genotypic effects for AA,Aa,and aa,and the genotypic polygenic background replaces additive and dominance polygenic backgrounds.Then,the estimated genotypic effects are partitioned into additive and dominance effects using a one-way analysis of variance model.This strategy was further expanded to cover QTN-by-environment interactions(QEIs)and QTN-by-QTN interactions(QQIs)using the same mixed-model framework.Thus,a three-variance-component mixed model was integrated with our multi-locus random-SNP-effect mixed linear model(mrMLM)method to establish a new methodological framework,3VmrMLM,that detects all types of loci and estimates their effects.In Monte Carlo studies,3VmrMLM correctly detected all types of loci and almost unbiasedly estimated their effects,with high powers and accuracies and a low false positive rate.In re-analyses of 10 traits in 1439 rice hybrids,detection of 269 known genes,45 known gene-by-environment interactions,and 20 known gene-by-gene interactions strongly validated 3VmrMLM.Further analyses of known genes showed more small(67.49%),minor-allele-frequency(35.52%),and pleiotropic(30.54%)genes,with higher repeatability across datasets(54.36%)and more dominance loci.In addition,a heteroscedasticity mixed model in multiple environments and dimension reduction methods in quite a number of environments were developed to detect QEIs,and variable selection under a polygenic background was proposed for QQI detection.This study provides a new approach for revealing the genetic architecture of quantitative traits.
文摘The classical least-squares methods may only solve LS β when the variance-covariance (matrix ∑(σ2 ∑)) is known (σ2 is unknown and ∑ is known) in linear model. The author thinks that maximum likelihood type estimation (M-estimation) should replace LS estimation. The paper discusses robust estimations of parameter vector and variance components for corresponding error model based on the principle of maximum likelihood type estimations (M-estimations). The influence functions are given respectively.
文摘The present paper deals with the inefficiency of the least square estimates in linear models.FOr Gauss-Markov model, a new efficiency is proposed and its lower bound is given. FOr variancecomponent model, an efficiency is introduced and its lower bound, which is independent ofunknown parameters, is obtained.
基金Project (No. BFGEN.100B) supported by the Meat and LivestockLtd., Australia (MLA)
文摘WOMBAT is a software package for quantitative genetic analyses of continuous traits, fitting a linear, mixed model; estimates of covariance components and the resulting genetic parameters are obtained by restricted maximum likelihood. A wide range of models, comprising numerous traits, multiple fixed and random effects, selected genetic covariance structures, random regression models and reduced rank estimation are accommodated. WOMBAT employs up-to-date numerical and computational methods. Together with the use of efficient compilers, this generates fast executable programs, suitable for large scale analyses. Use of WOMBAT is illustrated for a bivariate analysis. The package consists of the executable program, available for LINUX and WINDOWS environments, manual and a set of worked example, and can be downloaded free of charge from http://agbu. une.edu.au/-kmeyer/wombat.html
文摘The present paper daisses the relative efficiencies of the least square estimates in linear models. For Gauss-Markoff model: Y=Xe + e E(e)= 0, Cov(e)=V, an new efficiencyo f least square estimate for linearly estimable function c'r is proposed and its lower bound is giv-en. For variance component model: Y=X + e, E(e)=0, Cov(e)=, an new efficiency of least square estimate for linearly estimable function C'r is introduced for the first timeand its lower bound, which is independent of unknown parameters, is also obtained.
文摘We consider a functional partially linear additive model that predicts a functional response by a scalar predictor and functional predictors. The B-spline and eigenbasis least squares estimator for both the parametric and the nonparametric components proposed. In the final of this paper, as a result, we got the variance decomposition of the model and establish the asymptotic convergence rate for estimator.
文摘Stochastic models play an important role in achieving high accuracy in positioning,the ideal estimator in the least-squares(LS)can be obtained only by using the suitable stochastic model.This study investigates the role of variance component estimation(VCE)in the LS method for Precise Point Positioning(PPP).This estimation is performed by considering the ionospheric-free(IF)functional model for code and the phase observation of Global Positioning System(GPS).The strategy for estimating the accuracy of these observations was evaluated to check the effect of the stochastic model in four modes:a)antenna type,b)receiver type,c)the tropospheric effect,and d)the ionosphere effect.The results show that using empirical variance for code and phase observations in some cases caused erroneous estimation of unknown components in the PPP model.This is because a constant empirical variance may not be suitable for various receivers and antennas under different conditions.Coordinates were compared in two cases using the stochastic model of nominal weight and weight estimated by LS-VCE.The position error difference for the east-west,north-south,and height components was 1.5 cm,4 mm,and 1.8 cm,respectively.Therefore,weight estimation with LS-VCE can provide more appropriate results.Eventually,the convergence time based on four elevation-dependent models was evaluated using nominal weight and LS-VCE weight.According to the results,the LS-VCE has a higher convergence rate than the nominal weight.The weight estimation using LS-VCE improves the convergence time in four elevation-dependent models by 11,13,12,and 9 min,respectively.
基金National Natural Science Foundation of China(No.42174011)。
文摘Geodetic functional models,stochastic models,and model parameter estimation theory are fundamental for geodetic data processing.In the past five years,through the unremitting efforts of Chinese scholars in the field of geodetic data processing,according to the application and practice of geodesy,they have made significant contributions in the fields of hypothesis testing theory,un-modeled error,outlier detection,and robust estimation,variance component estimation,complex least squares,and ill-posed problems treatment.Many functional models such as the nonlinear adjustment model,EIV model,and mixed additive and multiplicative random error model are also constructed and improved.Geodetic data inversion is an important part of geodetic data processing,and Chinese scholars have done a lot of work in geodetic data inversion in the past five years,such as seismic slide distribution inversion,intelligent inversion algorithm,multi-source data joint inversion,water reserve change and satellite gravity inversion.This paper introduces the achievements of Chinese scholars in the field of geodetic data processing in the past five years,analyzes the methods used by scholars and the problems solved,and looks forward to the unsolved problems in geodetic data processing and the direction that needs further research in the future.