Computation of variance components by the MINQUE method

We present a new method of computing C. R. Rao's MINQUE in variance component models (y = X[beta] + U1[xi]1 + ... + Up[xi]p), which requires only inversion and storage of ni - ni matrices, where ni is the number of columns in Ui. In many cases most of these matrices are of diagonal form. In particular, the derivation of MINQUE equations for univariate nested classification models does not need any inversion of matrices.

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Year of publication:	1986
Authors:	Kleffe, J. ; Seifert, B.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 18.1986, 1, p. 107-116
Publisher:	Elsevier
Keywords:	Variance components computation of MINQUE multivariate models

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153003