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Simultaneous optimal estimates of fixed effects and variance components in the mixed model

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Abstract

For a general linear mixed model with two variance components, a set of simple conditions is obtained, under which, (i) the least squares estimate of the fixed effects and the analysis of variance (ANOVA) estimates of variance components are proved to be uniformly minimum variance unbiased estimates simultaneously; (ii) the exact confidence intervals of the fixed effects and uniformly optimal unbiased tests on variance components are given; (iii) the exact probability expression of ANOVA estimates of variance components taking negative value is obtained.

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Authors and Affiliations

  1. College of Applied Sciences, Beijing University of Technology, 100022, Beijing

    Mixia Wu & Songgui Wang

Authors
  1. Mixia Wu
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  2. Songgui Wang
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Correspondence to Songgui Wang.

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Wu, M., Wang, S. Simultaneous optimal estimates of fixed effects and variance components in the mixed model. Sci. China Ser. A-Math. 47, 787 (2004). https://doi.org/10.1007/BF03036995

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  • DOI: https://doi.org/10.1007/BF03036995

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