Computation of variance components by the MINQUE method (Q1069247): Difference between revisions
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Revision as of 03:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of variance components by the MINQUE method |
scientific article |
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Computation of variance components by the MINQUE method (English)
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1986
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We present a new method of computing C. R. Rao's MINQUE in variance component models \((y=X\beta +U_ 1\xi_ 1+\cdots +U_ p\xi_ p)\), which requires only inversion and storage of \(n_ i\times n_ i\) matrices, where \(n_ i\) is the number of columns in \(U_ i\). In many cases most of these matrices are of diagonal form. In particular, the derivation of MINQUE equations for univariate nested classification models does not need any inversion of matrices.
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computation of variance components
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general linear model
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multivariate models
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MINQUE
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nested classification models
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