General unbiased estimating equations for variance components in linear mixed models

DOI10.1007/S42081-021-00138-8MaRDI QIDQ2068935zbMATH OpenOpenAlexFDO

Authors Tatsuya Kubokawa, Shonosuke Sugasawa, Hiromasa Tamae, Sanjay Chaudhuri

Publication date 20 January 2022

Published in Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2105.07563

zbMATH Keywords

estimating equationlinear mixed modelrestricted maximum likelihoodsecond-order approximationvariance component

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Abstract: This paper introduces a general framework for estimating variance components in the linear mixed models via general unbiased estimating equations, which include some well-used estimators such as the restricted maximum likelihood estimator. We derive the asymptotic covariance matrices and second-order biases under general estimating equations without assuming the normality of the underlying distributions and identify a class of second-order unbiased estimators of variance components. It is also shown that the asymptotic covariance matrices and second-order biases do not depend on whether the regression coefficients are estimated by the generalized or ordinary least squares methods. We carry out numerical studies to check the performance of the proposed method based on typical linear mixed models.

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• scientific article; zbMATH DE number 192910 (Why is no real title available?)
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Cited in

(4)

• Distribution-free estimators of variance components for multivariate linear mixed models
• scientific article; zbMATH DE number 4135240 (Why is no real title available?)
• Unbiasedness of the Estimator of the Function of Expected Value in the Mixed Linear Model
• Note on an Identity Between Two Unbiased Variance Estimators for the Grand Mean in a Simple Random Effects Model

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