Monte Carlo Comparison of ANOVA, MIVQUE, REML, and ML Estimators of Variance Components

maximum likelihood restricted maximum likelihood bias unbalanced data mean square error Monte Carlo comparison minimum variance estimation estimators of variance components minimum variance quadratic unbiased estimators one-way classification random model

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (38)

Maximum likelihood estimation of nonlinear mixed-effects models with crossed random effects by combining first-order conditional linearization and sequential quadratic programming
Estimating probabilities under the three-parameter gamma distribution using composite sampling
Numerical Study of Small Sample Variances of Estimators of Variance Components in the Two-Way Factorial Model
Spatial designs and properties of spatial correlation: effects on covariance estimation
Identifying intraclass correlations necessitating hierarchical modeling
Parameter estimation of two-level nonlinear mixed effects models using first order conditional linearization and the EM algorithm
The adjustment of random baseline measurements in treatment effect estimation
Nonnegative estimation of variance components in unbalanced mixed models with two variance components
The unbalanced nested error component regression model
Planning and analysis of measurement reliability studies
Closed-Form Approximations to the REML Estimator of a Variance Ratio (or Heritability) in a Mixed Linear Model
Some practical estimation procedures for variance components.
Asymptotics for REML estimation of spatial covariance parameters
Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
A nondegenerate penalized likelihood estimator for variance parameters in multilevel models
Comparison and robustness of the REML, ML, MIVQUE estimators for multi-level random mediation model
A comparison of estimation methods on the coverage probability of Satterthwaite confidence intervals for assay precision with unbalanced data
Parameter estimation of nonlinear mixed-effects models using first-order conditional linearization and the EM algorithm
Parameter estimation and inference in the linear mixed model
On the inefficiency of the restricted maximum likelihood
On invariant quadratic unbiased estimation of variance components
A composite likelihood approach to (co)variance components estimation
On choosing between fixed and random block effects in some no-interaction models
The effect of kurtosis in the estimation of the parameters of the one-way random effects model from familial data
Choice of noninformative priors for the variance components of an unbalanced one-way random model
Maximum likelihood estimation in mixed normal models with two variance Components
Computationally efficient restricted maximum likelihood estimation of generalized covariance functions
Simulation-based evaluation of the performance of the \(F\) test in a linear multilevel model setting with sparseness at the level of the primary unit
Maximum likelihood degree of variance component models
Reml estimation for repeated measures analysis
A note on the difference between two likelihood based methods in growth curves
QUALITY IMPROVEMENT FROM DISASSEMBLY-REASSEMBLY EXPERIMENTS
Comparison of confidence intervals for variance components with unbalanced data
A new procedure for the estimation of variance components
Evaluation of Linear Mixed Model Case Deletion Diagnostic Tools by Monte Carlo Simulation
Minimum Variance Quadratic Unbiased Estimation for the Variance Components in Simple Linear Regression with Onefold Nested Error
Bias of ml and reml estimators in regression models with arma errors
The three-fold nested random effects model

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