Nesting Segregated Mixed Models
A mixed model has segregation when its random effects part is segregated as a sub-model. It will be shown that under orthogonality condition, nesting a random effects model inside a segregated mixed model or a segregated mixed model inside a fixed effects model the result will be a segregated mixed model. Unbiased estimators will be obtained for the variance components in both classes of models which are UMVUE, once normality is assumed.
AMS Subject Classification62K15 62E15 62H10 62H15 62J10
KeywordsNormal orthogonal mixed models Segregated mixed model
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