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Consistent nonnegative estimates of variance components

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Abstract

In this paper, the estimation of variance components in the linear mixed model with two random effects is investigated. The class of combination estimates based on the quadratic invariant statistics and consistent nonnegative estimates are obtained. Furthermore, it is shown that the consistent nonnegative estimate dominates ANOVA estimate under some conditions.

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Authors and Affiliations

  1. College of Sciences, North China University of Technology, Beijing, 100144, China

    Li-wen Xu

  2. College of Applied Sciences, Beijing University of Technology, Beijing, 100022, China

    Song-gui Wang

  3. School of Mathematics and Computer Sciences, Shanxi Normal University, Linfen, 041004, China

    Jian-hong Shi

Authors
  1. Li-wen Xu
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  2. Song-gui Wang
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  3. Jian-hong Shi
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Corresponding author

Correspondence to Li-wen Xu.

Additional information

Li-wen Xu’s research was supported by the National Natural Science Foundation of China(No.10801085) and the Research Foundation of North China University of Technology.

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Xu, Lw., Wang, Sg. & Shi, Jh. Consistent nonnegative estimates of variance components. Acta Math. Appl. Sin. Engl. Ser. 26, 177–186 (2010). https://doi.org/10.1007/s10255-009-5103-7

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  • DOI: https://doi.org/10.1007/s10255-009-5103-7

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