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

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