On Spectral Decomposition Estimate for a Class of Linear Mixed Models
Received:November 08, 2004  
Key Words: linear mixed model   variance components   SDE   ANOVAE.  
Fund Project:the National Natural Science of China (10271010), the Natural Science Foundation of Beijing City (1032001)
Author NameAffiliation
SHI Jian-hong College of Math. \& Comp. Sci., Shanxi Normal University, Linfen 041004, China 
WANG Song-gui College of Appl. Math., Beijing University of Technology, Beijing 100022, China 
Hits: 3191
Download times: 1570
Abstract:
      The spectral decomposition estimate (SDE) proposed by Wang and Yin$^{[2]}$ is a new method of simultaneously estimating fixed effects and variance components in linear mixed models. In this paper, we furthe study the properties of SDE under linear mixed models with two variance components. We get the necessary and sufficient condition for the equality of the analysis of variance estimate and the SDE of variance components, and show that the SDE of variance components is a uniformly minimum variance unbiased estimte under some conditions.
Citation:
DOI:10.3770/j.issn:1000-341X.2006.04.020
View Full Text  View/Add Comment