期刊文献+

线性混合效应模型中方差分量的估计 被引量:3

Estimates of Variance Components in Linear Mixed Models with Random Effects
下载PDF
导出
摘要 本文首先研究了含三个方差分量的线性混合随机效应模型改进的ANOVA估计,此估计在均方损失下一致优于ANOVA估计,由于这些方差估计取负值的概率大于零,对得到的估计在某非负点采用截尾的方法得到非负估计是一种常用的方法。对文章中提出的估计,研究了此估计在某非负点截尾之后得到的估计在均方损失意义下优于截尾之前的估计的充分条件,同时给出ANOVA估计在截尾之后优于它本身的充分条件,而且将得到的结论推广到更一般的线性混合随机效应模型。 In this paper, we propose the improved ANOVA estimates for the linear mixed models with three variance components which are better than ANOVA estimators in the criteria of smaller mean square error (MSE). Based on the fact that the proposed variance estimators are not nonnegative with positive probability, we censor the proposed estimators in some points. Furthermore, we discuss the sufficient conditions to ensure the truncated estimators be nonnegative. The conclusions are extended to more general linear mixed models models with random effects.
作者 许王莉
出处 《应用概率统计》 CSCD 北大核心 2009年第3期301-308,共8页 Chinese Journal of Applied Probability and Statistics
基金 国家自然科学基金项目(10701079) 教育部人文社会科学研究基金项目(08JC910002)资助。
关键词 线性混合随机效应模型 非负估计 ANOVA估计. Linear mixed models with random effects, nonnegative estimator, ANOVA estimator.
  • 相关文献

参考文献12

  • 1范永辉,王松桂.两向分类随机效应模型中方差分量的非负估计[J].工程数学学报,2007,24(2):303-310. 被引量:5
  • 2Henderson, C.R., Estimation of variance and covariance components, Biometrics, 9(1953), 226-252.
  • 3Hartley, H.O., Rao, J.N.K., Maximum likelihood estimation for the mixed analysis of variance modles, Biometrika, 54(1967), 93-108.
  • 4Hartley, H.O., Maximum likelihood approaches to variancce components estimation and related problems, J. Amer. Statist. Assoc., 72(1977), 320-340.
  • 5Rao, C.R.., Estimation of variance and covariance componetns-MINQUE theory, J. Multi. Anal., 1(1971), 257-275.
  • 6吴密霞,王松桂.线性混合模型中固定效应和方差分量同时最优估计[J].中国科学(A辑),2004,34(3):373-384. 被引量:16
  • 7韦来生,王立春.随机效应模型中方差分量渐近最优的经验Bayes估计[J].Journal of Mathematical Research and Exposition,2004,24(4):653-664. 被引量:3
  • 8LaMotte, L.R., On non-negative quadratic unbiased estimation of variance components, J. Amer. Statist. Assoc., 68(1973), 728-730.
  • 9Chow, S.C. and Shao, J., A new procedure for the estimation of variance components, Probab. Lett., 6(1988), 349-355.
  • 10Portnoy, S., Formal Bayes estimation with application to a random effec model, Ann. Math. Statist., 42(1971), 1379-1402.

二级参考文献37

  • 1Graybill F A,Hultquist R A.Theorems concerning Eisenhart's model Ⅱ.Ann Math Statist,1961,32:261-169
  • 2Albert A.When is a sum of squares an analysis of variance.The Annals of Statistics,1975,4(4):775-778
  • 3Lehmann E L.Testing Statistical Hypotheses.2nd ed.New York:John Wiley & Sons,1986.145-150
  • 4Wang C M,Lam C T.A mixed-effects models for the analysis of circular measurements.Technometrics,1997,39:119-126
  • 5Diggle P J,Liang K E,Zeger S L.Analysis of Longitudinal Data.New York:Oxford Science,2000
  • 6Baltagi B H.Econometric Analysis of Panel Data.New York:John Wiley,1995
  • 7Searle S R,Casella G,McCulloch C E.Variance Components.New York:Wiley,1992
  • 8Wang S G,Chow S C.Advanced Linear Models.New York:Marcel Dekker,1994
  • 9Davidian M,Giltinan D M.Nonlinear Models for Repeated Measurement Data.London:Chapman and Hall,1996
  • 10Ronald Christensen.Plane Answers to Complex Questions:The Theory of Linear Models.2nd ed.New York:Springer,1996

共引文献26

同被引文献12

引证文献3

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部