The Problem of Negative Estimates of Variance Components

DOI10.1214/AOMS/1177704731zbMATH Open0108.15902OpenAlexW1986889196MaRDI QIDQ3844041FDOQ3844041

Authors: W. Thompson 

Publication date: 1962

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177704731

zbMATH Keywords

statistics

Cited In (49)

• Likelihood decision functions
• A multivariate approach for estimating the random effects variance component in one-way random effects model.
• The minimalL₁isotonic regression
• Wald consistency and the method of sieves in REML estimation
• Rejoinder
• REML estimation: Asymptotic behavior and related topics
• Adjusted QMLE for the spatial autoregressive parameter
• The use of score tests for inference on variance components
• Testing for and against an order restriction in mixed-effects models
• Locating service centers with precedence constraints
• Improved estimation of variance components in mixed models
• Negative variance components for non-negative hierarchical data with correlation, over-, and/or underdispersion
• A note on a hierarchical interpretation for negative variance components
• Variance components estimation for the balanced random effects model under mixed prior distributions
• Closed-Form Approximations to the REML Estimator of a Variance Ratio (or Heritability) in a Mixed Linear Model
• Bayesian analysis of variance components in a regression model when there is a restriction on the range of a coefficient
• Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge)
• Mixed models and unbalanced data: wherefrom, whereat and whereto?
• Bestimmung und Vergleich verschiedener Kredibilitätsformeln bei erfahrungstarifiertem Portefeuille
• Improved nonnegative estimation of multivariate components of variance
• Merge and chop in the computation for isotonic regressions
• An algorithm for restricted maximum likelihood estimation in balanced multivariate variance components models
• An orthogonality-based estimation of moments for linear mixed models
• Negative variance components and intercept-slope correlations greater than one in magnitude: how do such ``non-regular random intercept and slope models arise, and what should be done when they do?
• Estimation of linear models for field experiments
• A comparison of estimators of variance components in a two–way balanced crossed classification random effects model
• Statistical methods for analysis of combined categorical biomarker data from multiple studies
• Some problems of optimal allocation in sample surveys involving inequality constraints
• Analytical methods for correlated data arising from multicenter hearing studies
• Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss
• On estimation of variance components
• Gene set priorization guided by regulatory networks with p-values through kernel mixed model
• An isotonic regression algorithm
• A test of homogeneity for umbrella alternatives and tables of the level probabilities
• A comparison of estimators of the precision of two instruments
• Maximum likelihood and restricted maximum likelihood estimators as functions of ordinary least squares and analysis of variance estimators
• Maximum likelihood estimation of variance components-a Monte Carlo study
• Algorithms and error estimations for monotone regression on partially preordered sets
• A graphical model selection tool for mixed models
• Some new algorithms for computing restricted maximum likelihood estimates of variance components
• Separable convex programs with ratio constraints over a directed tree
• Isotonic regression via partitioning
• Weighted \(L_{\infty}\) isotonic regression
• Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals
• VCSEL: prioritizing SNP-set by penalized variance component selection
• A new procedure for the estimation of variance components
• Multivariate One-Way Random Effects Model
• Restricted maximum likelihood estimation under Eisenhart model Ill
• Strict \(L_{\infty }\) isotonic regression

This page was built for publication: The Problem of Negative Estimates of Variance Components

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3844041)