Least squares and generalized least squares in models with orthogonal block structure

DOI10.1016/J.JSPI.2009.12.007MaRDI QIDQ2266905zbMATH OpenOpenAlexFDO

Authors Miguel Fonseca, João Tiago Mexia, Roman Zmyślony

Publication date 26 February 2010

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

Full work available at URL https://doi.org/10.1016/j.jspi.2009.12.007

zbMATH Keywords

inferencelinear mixed modelsorthogonal block structurevariance components

Mathematics Subject Classification ID

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

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Cites work

• A canonical form for the general linear model
• Bayes invariant quadratic estimation in general linear regression models
• Block designs: a randomization approach. Vol. 1: Analysis
• Generalized Least Squares
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• Jordan algebras and Bayesian quadratic estimation of variance components
• Nonnegativity of admissible invariant quadratic estimates in mixed linear models with two variance components
• The analysis of randomized experiments with orthogonal block structure. I. Block structure and the null analysis of variance

Cited in

(8)

• Free-coordinate estimation for doubly multivariate data
• Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure
• A dimension reduction technique for estimation in linear mixed models
• Tests and relevancies for the hypotheses of an orthogonal family in a model with orthogonal block structure
• Least Orthogonal Distance Estimator and Total Least Square for Simultaneous Equation Models
• Estimability of variance components when all model matrices commute
• Designs for half-diallel experiments with commutative orthogonal block structure
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure

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