scientific article; zbMATH DE number 5029220
From MaRDI portal
Publication:5470448
zbMath1108.62064MaRDI QIDQ5470448
Charles E. McCulloch, Shayle R. Searle, George Casella
Publication date: 30 May 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Linear regression; mixed models (62J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Analysis of variance and covariance (ANOVA) (62J10)
Related Items (84)
Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances ⋮ Principal components in linear mixed models with general bulk ⋮ Restricted maximum likelihood estimation for parameters of the social relations model ⋮ Smoothing and mixed models ⋮ Multivariate functional response regression, with application to fluorescence spectroscopy in a cervical pre-cancer study ⋮ Semiparametric kernel-based regression for evaluating interaction between pathway effect and covariate ⋮ Optimal Designs for Best Linear Unbiased Prediction in Diallel Crosses ⋮ The ANOVA-type inference in linear mixed model with skew-normal error ⋮ Repeated challenge studies: A comparison of union-intersection testing with linear modeling ⋮ A case-deletion diagnostic for penalized calibration estimators and BLUP under linear mixed models in survey sampling ⋮ Statistical inference and Monte Carlo algorithms. (With discussion) ⋮ Optimal prediction in the linearly transformed spiked model ⋮ A direct derivation of the REML likelihood function ⋮ A variational maximization-maximization algorithm for generalized linear mixed models with crossed random effects ⋮ Likelihood Ratio Processes under Nonstandard Settings ⋮ Prediction of failure probability of oil wells ⋮ Prediction intervals for all of M future observations based on linear random effects models ⋮ Inner workings of the Kenward-Roger test ⋮ Adaptation of the jackknifed ridge methods to the linear mixed models ⋮ An algorithm for searching optimal variance component estimators in linear mixed models ⋮ Comparing discrete Pareto populations under a fixed effects model ⋮ On reverse shrinkage effects and shrinkage overshoot ⋮ Quantile regression in random effects meta-analysis model ⋮ Scalable Bayesian computation for crossed and nested hierarchical models ⋮ An integrated approach to empirical Bayesian whole genome prediction modeling ⋮ Explicit estimators under \(m\)-dependence for a multivariate normal distribution ⋮ Medical laboratory diagnostics and statistics ⋮ Dominance properties of constrained Bayes and empirical Bayes estimators ⋮ Maximum likelihood degree of variance component models ⋮ Linear mixed model with Laplace distribution (LLMM) ⋮ Appropriate covariance-specification via penalties for penalized splines in mixed models for longitudinal data ⋮ Visualizing genetic constraints ⋮ A multilevel model with autoregressive components for the analysis of tribal art prices ⋮ Restricted likelihood representation and decision-theoretic aspects of meta-analysis ⋮ Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons ⋮ Unilateral conformance proportions in balanced and unbalanced normal random effects models ⋮ Bayes factor testing of multiple intraclass correlations ⋮ Simultaneous prediction in the generalized linear model ⋮ Systematic deviation in smooth mixed models for multi-level longitudinal data ⋮ Weighted estimates of interlaboratory consensus values ⋮ Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models ⋮ Round-robin analysis of social interaction: exact and estimated standard errors ⋮ Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge) ⋮ Generalized sample size determination formulas for investigating contextual effects by a three-level random intercept model ⋮ All about the \(\bot\) with its applications in the linear statistical models ⋮ Tolerance intervals for unbalanced one-way random effects models with covariates and heterogeneous variances ⋮ A widely applicable extension of the random effects two-way layout: its definition and statistical analysis based on group invariance ⋮ Multiphase experiments with at least one later laboratory phase. I: Orthogonal designs ⋮ A nonlinear Gauss-Seidel algorithm for inference about GLMM ⋮ Empirical best prediction under a nested error model with log transformation ⋮ A note on a hierarchical interpretation for negative variance components ⋮ Robust inference in linear mixed model with skew normal-symmetric error ⋮ Unnamed Item ⋮ Shrinkage estimation in linear mixed models for longitudinal data ⋮ Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards ⋮ Weighted estimation of AMMI and GGE models ⋮ Generalized \(p\) value tests for variance components in a class of linear mixed models ⋮ Exact distributions of statistics for making inferences on mixed models under the default covariance structure ⋮ Density estimation and comparison with a penalized mixture approach ⋮ Identifiability of covariance parameters in linear mixed effects models ⋮ Parametric Bootstrap Tests for Unbalanced Three-factor Nested Designs under Heteroscedasticity ⋮ Shape detection using semi-parametric shape-restricted mixed effects regression spline with applications ⋮ Bayesian clustering of replicated time-course gene expression data with weak signals ⋮ A multivariate multilevel approach to the modeling of accuracy and speed of test takers ⋮ Improved estimation of optimal portfolio with an application to the US stock market ⋮ Arbitrariness of models for augmented and coarse data, with emphasis on incomplete data and random effects models ⋮ Parametric bootstrap tests for unbalanced nested designs under heteroscedasticity ⋮ Inferences on the reliability in balanced and unbalanced one-way random models ⋮ Interval estimation of variance ratio in non-normal unbalanced one-way random models ⋮ On drawbacks of least squares Lehmann-Scheffé estimation of variance components ⋮ Some practical estimation procedures for variance components. ⋮ AIMS: average information matrix splitting ⋮ Estimating variances in time series kriging using convex optimization and empirical BLUPs ⋮ General unbiased estimating equations for variance components in linear mixed models ⋮ Assessment of vague and noninformative priors for Bayesian estimation of the realized random effects in random-effects meta-analysis ⋮ On fair person classification based on efficient factor score estimates in the multidimensional factor analysis model ⋮ Eigenvalue distributions of variance components estimators in high-dimensional random effects models ⋮ Optimizing the allocation of trials to sub-regions in multi-environment crop variety testing ⋮ Scalable logistic regression with crossed random effects ⋮ On estimation of variance components with constraints ⋮ A note on covariance decomposition in linear models with nested-error structure: new and alternative derivations of the \(F\)-test ⋮ Bayesian \(A\)-optimal two-phase designs with a single blocking factor in each phase ⋮ Unnamed Item ⋮ On estimation in hierarchical models with block circular covariance structures
This page was built for publication:
