Variance components of the linear regression model with a random intercept
From MaRDI portal
Publication:3780300
DOI10.1080/03610928808829670zbMath0639.62062OpenAlexW2073472340MaRDI QIDQ3780300
Poduri S. R. S. Rao, Pasmore Kuranchi
Publication date: 1988
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928808829670
consistencykurtosisvariance componentsskewnesslarge samplesmall samplesmean square errorsrandom interceptMleMinqueAnovaAsrBiasesLseMimsqe
Related Items
Jackknife inference for heteroscedastic linear regression models ⋮ The three-fold nested random effects model ⋮ Inference for nested error linear regression models with unequal error variances
Cites Work
- Minimum variance quadratic unbiased estimation of variance components
- On Non-Negative Quadratic Unbiased Estimation of Variance Components
- The Existence of Asymptotically Unbiased Nonnegative Quadratic Estimates of Variance Components in ANOVA Models
- Estimators for the One-Way Random Effects Model with Unequal Error Variances
- Three modifications of the principle of the minque
- Estimation of variance and covariance components—MINQUE theory
- Estimation of Variance and Covariance Components in Linear Models