Variance least squares estimators for multivariate linear mixed model

DOI10.1016/J.JSPI.2011.04.018MaRDI QIDQ550124zbMATH OpenOpenAlexFDO

Authors Jun Han

Publication date 8 July 2011

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2011.04.018

zbMATH Keywords

distribution-freeKronecker productcovariance matrixvariance componentnon-iterativematrix differentiationunbiased

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 40988 (Why is no real title available?)
• A Random-Effects Model for Multiple Characteristics With Possibly Missing Data
• A note on a heteroscedastic model
• Distribution-free estimators of variance components for multivariate linear mixed models
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Mixed Models
• Multivariate Repeated-Measurement or Growth Curve Models with Multivariate Random-Effects Covariance Structure
• Pairwise Fitting of Mixed Models for the Joint Modeling of Multivariate Longitudinal Profiles
• Random-Effects Models for Longitudinal Data
• Recovery of inter-block information when block sizes are unequal
• Some Applications of Matrix Derivatives in Multivariate Analysis
• The commutation matrix: Some properties and applications
• Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics

Cited in

(7)

• Interpretation of partial least-squares regression models with VARIMAX rotation
• Multivariate least-trimmed squares regression estimator
• Multilevel mixed linear model analysis using iterative generalized least squares
• Linear mixed tensor model and its parameter estimation by VLS
• General unbiased estimating equations for variance components in linear mixed models
• Two kinds of variance/covariance estimates in linear mixed models
• Distribution-free estimators of variance components for multivariate linear mixed models

Describes a project that uses

Uses Software

• MIXED
• SAS

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