scientific article; zbMATH DE number 837912
From MaRDI portal
Publication:4863756
zbMath0850.62007MaRDI QIDQ4863756
Shayle R. Searle, Charles E. McCulloch, George Casella
Publication date: 24 January 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Applications of statistics (62P99) Analysis of variance and covariance (ANOVA) (62J10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to biology (92-01)
Related Items (only showing first 100 items - show all)
The BLUPs are not best when it comes to bootstrapping ⋮ Analysis of variance designs for model output ⋮ Improved prediction intervals in heteroscedastic mixed-effects models ⋮ Construction of experimental designs for estimating variance components ⋮ Sparse designs for estimating variance components of nested factors with random effects ⋮ Covariance matrices of quadratic forms in elliptical distributions ⋮ Randomization-based models for multitiered experiments. I: A chain of randomizations ⋮ Maximin efficiencies under treatment-dependent costs and outcome variances for parallel, AA/BB, and AB/BA designs ⋮ Gilmour's approach to mixed and stochastic restricted ridge predictions in linear mixed models ⋮ Bayesian model selection for a linear model with grouped covariates ⋮ Heritability estimation in case-control studies ⋮ Functional mixed effects wavelet estimation for spectra of replicated time series ⋮ The spectral decomposition of covariance matrices for the variance components models ⋮ Generalization of likelihood ratio tests under nonstandard conditions ⋮ Algorithms for the likelihood-based estimation of the random coefficient model ⋮ A derivation of BLUP -- best linear unbiased predictor ⋮ Efficient two-dimensional smoothing with \(P\)-spline ANOVA mixed models and nested bases ⋮ A flexible approach to inference in semiparametric regression models with correlated errors using Gaussian processes ⋮ A note on invariant quadratics ⋮ The matrix handling of BLUE and BLUP in the mixed linear model ⋮ Concordance correlation coefficients estimated by variance components for longitudinal normal and Poisson data ⋮ Likelihood inference for small area estimation using data cloning ⋮ Wald consistency and the method of sieves in REML estimation ⋮ On testing a class of restricted hypotheses ⋮ On order restricted inference in some mixed linear models ⋮ Estimating common vector parameters in interlaboratory studies ⋮ A likelihood ratio test and its modifications for the homogeneity of the covariance matrices of dependent multivariate normals ⋮ Generalized prediction intervals for BLUPs in mixed models ⋮ Likelihood decision functions ⋮ Heritability estimation in high dimensional sparse linear mixed models ⋮ Random-effect models with singular precision ⋮ Empirical method of moments and its applications ⋮ Further remarks on the connection between fixed linear model and mixed linear model ⋮ Robust-efficient fitting of mixed linear models: methodology and theory ⋮ Optimal diallel cross designs for estimation of heritability ⋮ Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure ⋮ Principal components regression and \(r-k\) class predictions in linear mixed models ⋮ A multivariate variance components model for analysis of covariance in designed experiments ⋮ A conversation with Shayle R. Searle ⋮ A mixed effects log-linear model based on the Birnbaum-Saunders distribution ⋮ Conditional and unconditional methods for selecting variables in linear mixed models ⋮ Statistical and computational challenges in whole genome prediction and genome-wide association analyses for plant and animal breeding ⋮ Deletion, replacement and mean-shift for diagnostics in linear mixed models ⋮ Residual analysis of linear mixed models using a simulation approach ⋮ Missing data in value-added modeling of teacher effects ⋮ Covariance estimation: the GLM and regularization perspectives ⋮ Misspecifying the shape of a random effects distribution: why getting it wrong may not matter ⋮ Semiparametric stochastic frontier models for clustered data ⋮ Using the theory of added-variable plot for linear mixed models to decompose genetic effects in family data ⋮ A second-order efficient empirical Bayes confidence interval ⋮ Inference in components of variance models with low replication ⋮ Convergence of the GAOR method for one subclass of \(H\)-matrix ⋮ \(e\)PCA: high dimensional exponential family PCA ⋮ Predicting random effects with an expanded finite population mixed model ⋮ On the coefficient of determination for mixed regression models ⋮ Exact prior-free probabilistic inference on the heritability coefficient in a linear mixed model ⋮ Cross-classified sampling: some estimation theory ⋮ On convergence of the generalized accelerated overrelaxation method ⋮ Smooth expectiles for panel data using penalized splines ⋮ Modeling correlated marker effects in genome-wide prediction via Gaussian concentration graph models ⋮ Small sample inference for the fixed effects in the mixed linear model ⋮ Choice of units of analysis and modeling strategies in multilevel hierarchical models ⋮ Remarks on between estimator in the intraclass correlation model with missing data ⋮ A recursive approach to detect multivariable conditional variance components and conditional random effects ⋮ A note on bimodality in the log-likelihood function for penalized spline mixed models ⋮ Smooth-CAR mixed models for spatial count data ⋮ Spline smoothing in small area trend estimation and forecasting ⋮ Convergence of GAOR method for doubly diagonally dominant matrices ⋮ Specification tests in mixed effects models ⋮ Parameter estimation in linear models with heteroscedastic variances subject to order restrictions ⋮ On exact tests of linear hypothesis in linear models with nested error structure ⋮ An alternative semiparametric model for spatial panel data ⋮ Parameter estimation and inference in the linear mixed model ⋮ Bootstrapping data arrays of arbitrary order ⋮ Generalized fiducial inference for normal linear mixed models ⋮ Analysis of variance -- why it is more important than ever. (With discussions and rejoinder) ⋮ DISCO analysis: A nonparametric extension of analysis of variance ⋮ Objective Bayes models for compatibility assessment and bias estimation ⋮ Estimation of variance components in the mixed effects models: a comparison between analysis of variance and spectral decomposition ⋮ Convergence analysis of the Gibbs sampler for Bayesian general linear mixed models with improper priors ⋮ Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models ⋮ Nonparametric and semiparametric compound estimation in multiple covariates ⋮ Empirical Bayes estimators of the random intercept in multilevel analysis: Performance of the classical, Morris and Rao version ⋮ Semiparametric regression for assessing agreement using tolerance bands ⋮ Performance of balanced two-stage empirical predictors of realized cluster latent values from finite populations: a simulation study ⋮ Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model ⋮ Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model ⋮ A note on optimal parameter estimation under zero-excess assumptions ⋮ Quantile regression for nonlinear mixed effects models: a likelihood based perspective ⋮ Convergence of the generalized AOR method ⋮ Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data ⋮ Conditional inference about generalized linear mixed models ⋮ ANOVA estimates of vairance components for quasi-balanced mixed models. ⋮ Quantile dispersion graphs for the comparison of designs for a random two-away model. ⋮ On unbiasedness of the empirical BLUE and BLUP ⋮ On choosing between fixed and random block effects in some no-interaction models ⋮ A composite likelihood approach to (co)variance components estimation ⋮ Multivariate Bayesian logistic regression for analysis of clinical study safety issues ⋮ Flexible pair-copula estimation in D-vines using bivariate penalized splines ⋮ Partially observed information and inference about non-Gaussian mixed linear models
This page was built for publication: