학술논문

Some Results on the Estimation of Variance Components by MINQUE.
Document Type
Article
Source
Journal of the American Statistical Association. Dec74, Vol. 69 Issue 348, p987. 3p.
Subject
*MATHEMATICAL optimization
*ANALYSIS of variance
*MATHEMATICAL statistics
*ESTIMATION theory
*MULTILEVEL models
*LEAST squares
*REGRESSION analysis
*MATHEMATICAL models
Language
ISSN
0162-1459
Abstract
A specific solution is derived to an optimization problem posed in the general theory of C.R. Rao for the estimation of variance components, A class of MINQUE estimators of variance components is derived by considering the residuals from a weighted least squares analysis. [ABSTRACT FROM AUTHOR]