Note on an Identity Between Two Unbiased Variance Estimators for the Grand Mean in a Simple Random Effects Model
From MaRDI portal
Publication:5877103
DOI10.1080/00031305.2012.752105OpenAlexW2170855566WikidataQ40823286 ScholiaQ40823286MaRDI QIDQ5877103FDOQ5877103
Authors: Cheng-Shiun Leu, Bruce R. Levin
Publication date: 3 February 2023
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00031305.2012.752105
Recommendations
- scientific article; zbMATH DE number 3986464
- scientific article; zbMATH DE number 1795993
- scientific article; zbMATH DE number 6285802
- scientific article; zbMATH DE number 739535
- scientific article
- Unbiased estimation of the variance of the graybill-deal estimator of the common mean of several normal populations
- General unbiased estimating equations for variance components in linear mixed models
- A class of admissible linear unbiased estimates of mean parameters in variance components models
unbiased estimatorsintraclass correlation coefficientvariance inflation factorratio-unbiased estimators
Cites Work
This page was built for publication: Note on an Identity Between Two Unbiased Variance Estimators for the Grand Mean in a Simple Random Effects Model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5877103)