Monte Carlo Comparison of ANOVA, MIVQUE, REML, and ML Estimators of Variance Components

maximum likelihood bias mean square error restricted maximum likelihood unbalanced data Monte Carlo comparison minimum variance estimation estimators of variance components minimum variance quadratic unbiased estimators one-way classification random model

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (38)

Maximum likelihood estimation in mixed normal models with two variance Components ⋮ Parameter estimation of two-level nonlinear mixed effects models using first order conditional linearization and the EM algorithm ⋮ Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model ⋮ QUALITY IMPROVEMENT FROM DISASSEMBLY-REASSEMBLY EXPERIMENTS ⋮ A new procedure for the estimation of variance components ⋮ The effect of kurtosis in the estimation of the parameters of the one-way random effects model from familial data ⋮ Numerical Study of Small Sample Variances of Estimators of Variance Components in the Two-Way Factorial Model ⋮ Asymptotics for REML estimation of spatial covariance parameters ⋮ The three-fold nested random effects model ⋮ On the inefficiency of the restricted maximum likelihood ⋮ A note on the difference between two likelihood based methods in growth curves ⋮ Maximum likelihood degree of variance component models ⋮ Parameter estimation of nonlinear mixed-effects models using first-order conditional linearization and the EM algorithm ⋮ Comparison of confidence intervals for variance components with unbalanced data ⋮ Choice of noninformative priors for the variance components of an unbalanced one-way random model ⋮ Comparison and robustness of the REML, ML, MIVQUE estimators for multi-level random mediation model ⋮ A nondegenerate penalized likelihood estimator for variance parameters in multilevel models ⋮ Identifying intraclass correlations necessitating hierarchical modeling ⋮ Estimating probabilities under the three-parameter gamma distribution using composite sampling ⋮ A Comparison of Estimation Methods on the Coverage Probability of Satterthwaite Confidence Intervals for Assay Precision with Unbalanced Data ⋮ The unbalanced nested error component regression model ⋮ Computationally efficient restricted maximum likelihood estimation of generalized covariance functions ⋮ Spatial designs and properties of spatial correlation: effects on covariance estimation ⋮ Parameter estimation and inference in the linear mixed model ⋮ Bias of ml and reml estimators in regression models with arma errors ⋮ The adjustment of random baseline measurements in treatment effect estimation ⋮ Closed-Form Approximations to the REML Estimator of a Variance Ratio (or Heritability) in a Mixed Linear Model ⋮ Nonnegative estimation of variance components in unbalanced mixed models with two variance components ⋮ Planning and analysis of measurement reliability studies ⋮ Maximum likelihood estimation of nonlinear mixed-effects models with crossed random effects by combining first-order conditional linearization and sequential quadratic programming ⋮ Some practical estimation procedures for variance components. ⋮ Evaluation of Linear Mixed Model Case Deletion Diagnostic Tools by Monte Carlo Simulation ⋮ Simulation-based evaluation of the performance of theF test in a linear multilevel model setting with sparseness at the level of the primary unit ⋮ Minimum Variance Quadratic Unbiased Estimation for the Variance Components in Simple Linear Regression with Onefold Nested Error ⋮ On choosing between fixed and random block effects in some no-interaction models ⋮ On invariant quadratic unbiased estimation of variance components ⋮ Reml estimation for repeated measures analysis ⋮ A composite likelihood approach to (co)variance components estimation

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