Minimum Variance Quadratic Unbiased Estimation for the Variance Components in Simple Linear Regression with Onefold Nested Error
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Publication:3424160
DOI10.1080/03610920600692706zbMath1105.62073OpenAlexW1975125796MaRDI QIDQ3424160
Publication date: 15 February 2007
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920600692706
efficiencyvariance componentsasymptotically efficient estimatorMIVQUEANOVA estimatorinitial estimate
Linear regression; mixed models (62J05) Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10)
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Cites Work
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- Transformations for Estimation of Linear Models with Nested-Error Structure
- Monte Carlo Comparison of ANOVA, MIVQUE, REML, and ML Estimators of Variance Components
- Studies on the estimation of the slope parameter in the simple linear regression model with one-fold nested error structure
- Computable MINQUE-Type Estimates of Variance Components
- A Simple 'Synthesis'-Based Method of Variance Component Estimation
- Maximum likelihood estimation in simple linear regression with one fold nested error
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