Matrix weighting of several regression coefficient vectors

DOI10.1214/aos/1176349166zbMath0778.62048OpenAlexW2023604294MaRDI QIDQ688409

Alan T. James, William N. Venables

Publication date: 9 January 1994

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349166

zbMATH Keywords

simulationefficiencymoment estimatorbiasesunbalanced dataconditional biastwo sample caseancillariescutoff functionempirically weighted meanestimated generalized least squaresestimated random effects variance matrixexact error variancesmatrix weightingrange anomalyresidual maximum likelihoodsmall sample random effects modelsweight matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

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