CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2009, 25(3) 301-308 DOI:      ISSN: 1001-4268 CN: 31-1256

Current Issue | Archive | Search                                                            [Print]   [Close]
ѧ������
Information and Service
This Article
Supporting info
PDF(234KB)
[HTML]
Reference
Service and feedback
Email this article to a colleague
Add to Bookshelf
Add to Citation Manager
Cite This Article
Email Alert
Keywords
Linear mixed models with random effects
nonnegative estimator
ANOVA estimator.
Authors
Xu Wangli
PubMed
Article by

Estimates of Variance Components in Linear Mixed Models with Random Effects

Xu Wangli

School of Statistics, Renmin University of China

Abstract��

In this paper, we propose the improved ANOVA estimates for the linear mixed models with three variance components which are better than ANOVA estimators in the criteria of smaller mean square error (MSE). Based on the fact that the proposed variance estimators are not nonnegative with positive probability, we censor the proposed estimators in some points. Furthermore, we discuss the sufficient conditions to ensure the truncated estimators be nonnegative. The conclusions are extended to more general linear mixed models models with random effects.

Keywords�� Linear mixed models with random effects   nonnegative estimator   ANOVA estimator.  
Received 1900-01-01 Revised 1900-01-01 Online:  
DOI:
Fund:
Corresponding Authors: Xu Wangli
Email:
About author:

References��
Similar articles

Copyright by CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST