Matrix weighting of several regression coefficient vectors

DOI10.1214/AOS/1176349166zbMATH Open0778.62048OpenAlexW2023604294MaRDI QIDQ688409FDOQ688409

Authors: Alan T. James, William N. Venables 

Publication date: 9 January 1994

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

Full work available at URL: https://doi.org/10.1214/aos/1176349166

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zbMATH Keywords

simulationefficiencyunbalanced datamoment estimatorbiasesconditional biastwo sample caseancillariescutoff functionempirically weighted meanestimated generalized least squaresestimated random effects variance matrixexact error variancesmatrix weightingrange anomalyresidual maximum likelihoodsmall sample random effects modelsweight matrices

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (3)

• Weighted Multivariate Regression Estimates Solved by Random Effects Approach
• Efficiency of weighted averages
• Effects of Intraclass Correlation on Weighted Averages

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