IMPROVED ANOVAE OF THE COVARIANCE MATRIX IN GENERAL LINEAR MIXED MODELS

被引：1

作者：

Ye, Rendao ^{[1
]}

Ma, Tiefeng ^{[2
]}

Wang, Songgui ^{[3
]}

机构：

[1] Hangzhou Dianzi Univ, Coll Econ, Hangzhou 310018, Peoples R China

[2] SW Univ Finance & Econ, Stat Coll, Chengdu 610074, Peoples R China

[3] Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

来源：

JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY | 2011年 / 24卷 / 01期

基金：

中国国家自然科学基金;

关键词：

ANOVAE; covariance matrix; linear mixed model; loss function;

D O I：

10.1007/s11424-011-8309-8

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, the problem of estimating the covariance matrix in general linear mixed models is considered. A new class of estimators is proposed. It is shown that this new estimator dominates the analysis of variance estimate under two squared loss functions. Finally, some simulation results to compare the performance of the proposed estimator with that of the analysis of variance estimate are reported. The simulation results indicate that this new estimator provides a substantial improvement in risk under most situations.

引用

页码：176 / 185

页数：10

共 50 条

[1] Improved anovae of the covariance matrix in general linear mixed models
Rendao Ye
Tiefeng Ma
Songgui Wang
[J]. Journal of Systems Science and Complexity, 2011, 24 : 176 - 185
[2] IMPROVED ESTIMATES OF THE COVARIANCE MATRIX IN GENERAL LINEAR MIXED MODELS
叶仁道
王松桂
[J]. Acta Mathematica Scientia, 2010, 30 (04) : 1115 - 1124
[3] IMPROVED ESTIMATES OF THE COVARIANCE MATRIX IN GENERAL LINEAR MIXED MODELS
Ye Rendao
Wang Songgui
[J]. ACTA MATHEMATICA SCIENTIA, 2010, 30 (04) : 1115 - 1124
[4] Dynamic linear mixed models with ARMA covariance matrix
Han, Eun-Jeong
Lee, Keunbaik
[J]. COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2016, 23 (06) : 575 - 585
[5] Modeling the random effects covariance matrix for generalized linear mixed models
Lee, Keunbaik
Lee, JungBok
Hagan, Joseph
Yoo, Jae Keun
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2012, 56 (06) : 1545 - 1551
[6] Improved multivariate prediction in a general linear model with an unknown error covariance matrix
Chaturvedi, A
Wan, ATK
Singh, SP
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2002, 83 (01) : 166 - 182
[7] COVARIANCE MATRIX ESTIMATION IN LINEAR MODELS
CHEW, V
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (329) : 173 - 181
[8] Negative binomial loglinear mixed models with general random effects covariance matrix
Sung, Youkyung
Lee, Keunbaik
[J]. COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2018, 25 (01) : 61 - 70
[9] Bayesian Modeling of Random Effects Covariance Matrix for Generalized Linear Mixed Models
Lee, Keunbaik
[J]. COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2013, 20 (03) : 235 - 240
[10] Survey of Models for Random Effects Covariance Matrix in Generalized Linear Mixed Model
Kim, Jiyeong
Lee, Keunbaik
[J]. KOREAN JOURNAL OF APPLIED STATISTICS, 2015, 28 (02) : 211 - 219

← 1 2 3 4 5 →