Matrix free computation of C. R. Rao's MINQUE for unbalanced nested classification models (Q1063416)
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scientific article
| Language | Label | Description | Also known as |
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| English | Matrix free computation of C. R. Rao's MINQUE for unbalanced nested classification models |
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Matrix free computation of C. R. Rao's MINQUE for unbalanced nested classification models (English)
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1984
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The paper presents a calculation of Rao's minimum norm quadratic unbiased estimators (MINQUE) for variance components and a generalization of the matrix-free technique of Hemmerle to an arbitrary weighting matrix in the case of nested classification models. This technique uses iterative maximum likelihood estimates, and an explicit inverse of the weighting matrix.
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linear predictors
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covariance matrix
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linear models
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nested classification
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variance components
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minimum norm quadratic unbiased estimators
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