Estimating variance components in linear models

Estimation of variance components in linear model theory is presented as an application of estimation of the mean by introducing a dispersion-mean correspondence. Without any further computations, this yields most general representations of minimum variance-minimum bias-invariant quadratic estimates, estimates from MINQUE theory, and Ridge-type estimates of the variance components.

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Year of publication:	1976
Authors:	Pukelsheim, Friedrich
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 6.1976, 4, p. 626-629
Publisher:	Elsevier
Subject:	Linear models Variance components MINQUE

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

Persistent link: https://www.econbiz.de/10005221377