Matrix weighting of several regression coefficient vectors

DOI10.1214/AOS/1176349166MaRDI QIDQ688409zbMATH OpenOpenAlexFDO

Authors Alan T. James, William N. Venables

Publication date 9 January 1994

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349166

zbMATH Keywords

ancillariesbiasesconditional biascutoff functionefficiencyempirically weighted meanestimated generalized least squaresestimated random effects variance matrixexact error variancesmatrix weightingmoment estimatorrange anomalyresidual maximum likelihoodsimulationsmall sample random effects modelstwo sample caseunbalanced dataweight matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

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