scientific article; zbMATH DE number 5029220
From MaRDI portal
zbMath1108.62064MaRDI QIDQ5470448
Charles E. McCulloch, Shayle R. Searle, George Casella
Publication date: 30 May 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Linear regression; mixed models (62J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Analysis of variance and covariance (ANOVA) (62J10)
Related Items
Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances, Principal components in linear mixed models with general bulk, Restricted maximum likelihood estimation for parameters of the social relations model, Smoothing and mixed models, Multivariate functional response regression, with application to fluorescence spectroscopy in a cervical pre-cancer study, Semiparametric kernel-based regression for evaluating interaction between pathway effect and covariate, Optimal Designs for Best Linear Unbiased Prediction in Diallel Crosses, The ANOVA-type inference in linear mixed model with skew-normal error, Repeated challenge studies: A comparison of union-intersection testing with linear modeling, A case-deletion diagnostic for penalized calibration estimators and BLUP under linear mixed models in survey sampling, Statistical inference and Monte Carlo algorithms. (With discussion), Optimal prediction in the linearly transformed spiked model, A direct derivation of the REML likelihood function, A variational maximization-maximization algorithm for generalized linear mixed models with crossed random effects, Likelihood Ratio Processes under Nonstandard Settings, Prediction of failure probability of oil wells, Prediction intervals for all of M future observations based on linear random effects models, Inner workings of the Kenward-Roger test, Adaptation of the jackknifed ridge methods to the linear mixed models, An algorithm for searching optimal variance component estimators in linear mixed models, Comparing discrete Pareto populations under a fixed effects model, On reverse shrinkage effects and shrinkage overshoot, Quantile regression in random effects meta-analysis model, Scalable Bayesian computation for crossed and nested hierarchical models, An integrated approach to empirical Bayesian whole genome prediction modeling, Explicit estimators under \(m\)-dependence for a multivariate normal distribution, Medical laboratory diagnostics and statistics, Dominance properties of constrained Bayes and empirical Bayes estimators, Maximum likelihood degree of variance component models, Linear mixed model with Laplace distribution (LLMM), Appropriate covariance-specification via penalties for penalized splines in mixed models for longitudinal data, Visualizing genetic constraints, A multilevel model with autoregressive components for the analysis of tribal art prices, Restricted likelihood representation and decision-theoretic aspects of meta-analysis, Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons, Unilateral conformance proportions in balanced and unbalanced normal random effects models, Bayes factor testing of multiple intraclass correlations, Simultaneous prediction in the generalized linear model, Systematic deviation in smooth mixed models for multi-level longitudinal data, Weighted estimates of interlaboratory consensus values, Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models, Round-robin analysis of social interaction: exact and estimated standard errors, 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), Generalized sample size determination formulas for investigating contextual effects by a three-level random intercept model, All about the \(\bot\) with its applications in the linear statistical models, Tolerance intervals for unbalanced one-way random effects models with covariates and heterogeneous variances, A widely applicable extension of the random effects two-way layout: its definition and statistical analysis based on group invariance, Multiphase experiments with at least one later laboratory phase. I: Orthogonal designs, A nonlinear Gauss-Seidel algorithm for inference about GLMM, Empirical best prediction under a nested error model with log transformation, A note on a hierarchical interpretation for negative variance components, Robust inference in linear mixed model with skew normal-symmetric error, Unnamed Item, Shrinkage estimation in linear mixed models for longitudinal data, Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards, Weighted estimation of AMMI and GGE models, Generalized \(p\) value tests for variance components in a class of linear mixed models, Exact distributions of statistics for making inferences on mixed models under the default covariance structure, Density estimation and comparison with a penalized mixture approach, Identifiability of covariance parameters in linear mixed effects models, Parametric Bootstrap Tests for Unbalanced Three-factor Nested Designs under Heteroscedasticity, Shape detection using semi-parametric shape-restricted mixed effects regression spline with applications, Bayesian clustering of replicated time-course gene expression data with weak signals, A multivariate multilevel approach to the modeling of accuracy and speed of test takers, Improved estimation of optimal portfolio with an application to the US stock market, Arbitrariness of models for augmented and coarse data, with emphasis on incomplete data and random effects models, Parametric bootstrap tests for unbalanced nested designs under heteroscedasticity, Inferences on the reliability in balanced and unbalanced one-way random models, Interval estimation of variance ratio in non-normal unbalanced one-way random models, On drawbacks of least squares Lehmann-Scheffé estimation of variance components, Some practical estimation procedures for variance components., AIMS: average information matrix splitting, Estimating variances in time series kriging using convex optimization and empirical BLUPs, General unbiased estimating equations for variance components in linear mixed models, Assessment of vague and noninformative priors for Bayesian estimation of the realized random effects in random-effects meta-analysis, On fair person classification based on efficient factor score estimates in the multidimensional factor analysis model, Eigenvalue distributions of variance components estimators in high-dimensional random effects models, Optimizing the allocation of trials to sub-regions in multi-environment crop variety testing, Scalable logistic regression with crossed random effects, On estimation of variance components with constraints, A note on covariance decomposition in linear models with nested-error structure: new and alternative derivations of the \(F\)-test, Bayesian \(A\)-optimal two-phase designs with a single blocking factor in each phase, Unnamed Item, On estimation in hierarchical models with block circular covariance structures
