Simultaneous Optimality of LSE and ANOVA Estimate in General Mixed Models

被引：0
|
作者：
Mi Xia WU College of Applied Sciences
机构：
来源：
Acta Mathematica Sinica,English Series | 2008年 / 24卷 / 10期
基金：
中国国家自然科学基金;
关键词：
Linear mixed model; Least squares estimate; Analysis of variance estimate; Minimum variance unbiased estimate; Uniformly most powerful unbiased test;
D O I：
暂无
中图分类号：
O212.1 [一般数理统计];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Problems of the simultaneous optimal estimates and the optimal tests in general mixedmodels are considered.A necessary and sufficient condition is presented for the least squares estimate ofthe fixed effects and the analysis of variance(Hendreson Ⅲ’s)estimate of variance components beinguniformly minimum variance unbiased estimates simultaneously.This result can be applied to theproblems of finding uniformly optimal unbiased tests and uniformly most accurate unbiased confidentialinterval on parameters of interest,and for finding equivalences of several common estimates of variancecomponents.
引用
收藏
页码：1637 / 1650
页数：14
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