VARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODEL

DOI10.1081/STA-120013008MaRDI QIDQ4792107zbMATHFDO

Authors Guido Knapp

Publication date 11 February 2003

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

time seriescross sectionsconfidence intervals on variance componentsnonnegative minimum biased variance estimationunbiased MSE estimates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3781344 (Why is no real title available?)
• scientific article; zbMATH DE number 3578234 (Why is no real title available?)
• A Note on Error Components Models
• Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression
• Estimation of Variance and Covariance Components in Linear Models
• Estimation of linear models with crossed-error structure
• Nonnegative minimum biased invariant estimation in variance component models
• On Non-Negative Quadratic Unbiased Estimation of Variance Components
• On linear statistical models of commutative quadratic type
• On the Lower Bound of Confidence Coefficients for a Confidence Interval on Variance Components
• Quadratic Subspaces and Completeness
• The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models

Cited in

(16)

• Use and Abuse of Variance Models in Regression
• Standard errors resilient to error variance misspecification
• MODELING AND ESTIMATING VARIANCES IN REGRESSION
• scientific article; zbMATH DE number 3994802 (Why is no real title available?)
• Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
• Natural estimation of variances in a general finite discrete spectrum linear regression model
• Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression
• Random group effects and the precision of regression estimates
• Estimation of error variance in one-way random model
• scientific article; zbMATH DE number 3885162 (Why is no real title available?)
• Comparison of variance components estimation methods of response error model in surveys
• scientific article; zbMATH DE number 5717436 (Why is no real title available?)
• scientific article; zbMATH DE number 3978187 (Why is no real title available?)
• Models for Combining Results of Different Experiments: Retrospective and Prospective
• scientific article; zbMATH DE number 6296017 (Why is no real title available?)
• Estimation of a model with random parameters.

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