Multivariate one-way random effects model

被引：0

作者：

Rao, PSRS ^{[1
]}

Heckler, CE ^{[1
]}

机构：

[1] Univ Rochester, Dept Stat, Rochester, NY 14627 USA

来源：

AMERICAN JOURNAL OF MATHEMATICAL AND MANAGEMENT SCIENCES, 1998 | 1998年 / 18卷 / 1-2期

关键词：

probability of negativeness; positive characteristic roots; biases; mean square errors; nonnegative definite estimation; ML and REML procedures;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Estimation of the variance and covariance matrices of the random effects and the residuals is considered. The Multivariate Analysis of Variance (MANOVA) and the Restricted Maximum Likelihood (REML) estimators are examined. A simple procedure for adjusting the MANOVA estimator for nonnegativeness is suggested. For both balanced and unbalanced designs, biases and mean square errors (MSEs) of the different procedures are compared through simulation studies.

引用

页码：109 / 128

页数：20

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