论文信息 - A simple way to obtain the spectral decomposition of variance components models for balanced data

A simple way to obtain the spectral decomposition of variance components models for balanced data

By means of an example it is shown how eigenvalues and eigenvectors of variance components models can be obtained straightforwardly when balanced data are available. Simple asymptotically efficient estimators of the variance components are presented.

Tom Wansbeek | Arie Kapteyn | T. Wansbeek | A. Kapteyn

[1] Marc Nerlove,et al. A Note on Error Components Models , 1971 .

[2] Best quadratic unbiased estimation of the variance matrix in normal regression , 1980 .

[3] Wayne A. Fuller,et al. Estimation of linear models with crossed-error structure , 1974 .

[4] F. Graybill,et al. Theorems Concerning Eisenhart's Model II , 1961 .

[5] S. R. Searle,et al. Dispersion Matrices for Variance Components Models , 1979 .

[6] J. Miller,et al. Asymptotic Properties of Maximum Likelihood Estimates in the Mixed Model of the Analysis of Variance , 1977 .

[7] Pietro Balestra. Best quadratic unbiased estimators of the variance-covariance matrix in normal regression , 1973 .

[8] Tom Wansbeek,et al. A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model , 1982 .