Nonnegative unbiased estimability of linear combinations of two variance components

DOI10.1016/0378-3758(84)90027-2MaRDI QIDQ1057604zbMATH OpenOpenAlexFDO

Authors Anna Molińska, Jerzy K. Baksalary

Publication date 1984

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(84)90027-2

zbMATH Keywords

estimabilitygeneral mixed modelrandom one-way modelunbalanced modelsunbiased nonnegative definite quadratic estimator

Mathematics Subject Classification ID

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

Review text

For a general mixed model with two variance components \(\theta_ 1\) and \(\theta_ 2\), a criterion for a function \(q_ 1\theta_ 1+q_ 2\theta_ 2\) to admit an unbiased nonnegative definite quadratic estimator is established in a form that allows answering the question of existence of such an estimator more explicitly than with the use of the criteria known hitherto. An application of this result to the case of a random one-way model shows that for many unbalanced models the estimability criterion is expressible directly by the largest of the numbers of observations within levels, thus extending the criterion established by \textit{L. R. LaMotte} [J. Am. Stat. Assoc. 68, 728-730 (1973; Zbl 0271.62093)] for balanced models.

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Cites work

• Invariant Quadratic Estimators in the Random, One-Way ANOVA Model
• On Non-Negative Quadratic Unbiased Estimation of Variance Components
• On the existence of unbiased nonnegative estimates of variance covariance components

Cited in

(10)

• Nonnegativity of admissible invariant quadratic estimates in mixed linear models with two variance components
• Nonnegative estimation of variance components in unbalanced mixed models with two variance components
• Nonnegative minimum biased quadratic estimation in mixed linear models
• Inferences on linear combinations of normal means with unknown and unequal variances
• On the characterization of nonegatively estimable linear combinations of variance components
• scientific article; zbMATH DE number 4129828 (Why is no real title available?)
• On minimum biased quadratic estimators
• scientific article; zbMATH DE number 5206501 (Why is no real title available?)
• On nonnegative quadratic unbiased estimability of variance components
• Characterizations of two-way layouts from the point of view of variance component estimation in the corresponding mixed linear models

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