| 一类线性混合模型中方差分量的估计 |
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| 引用本文： | 薛蕊. 一类线性混合模型中方差分量的估计[J]. 安庆师范学院学报(自然科学版), 2010, 16(2): 31-33,37. DOI: 10.3969/j.issn.1007-4260.2010.02.009 |
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| 作者姓名： | 薛蕊 |
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| 作者单位： | 安徽师范大学,数学计算机科学学院,安徽,芜湖,241000 |
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| 摘 要： | 将线性混合模型中随机效应的协方差阵推广为正定阵,运用方差分析估计的方法给出了方差分量的估计。通过QR分解给出了简化计算的方法,利用随机变量二次型的协方差对方差分量的估计做了进一步的改进,同时还给出了方差分量的一个非负估计。
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| 关 键 词： | 线性混合模型 方差分量的估计 QR分解 均方误差 |
Estimation of Variance Components in Linear Mixed Model |
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| XUE Rui. Estimation of Variance Components in Linear Mixed Model[J]. Journal of Anqing Teachers College(Natural Science Edition), 2010, 16(2): 31-33,37. DOI: 10.3969/j.issn.1007-4260.2010.02.009 |
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| Authors: | XUE Rui |
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| Affiliation: | XUE Rui(College of Mathematics and Computer Science,Anhui Normal University,Wuhu 241000,China) |
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| Abstract: | In this paper,the covariance matrix of random effect in linear mixed model is extended to positive matrix. We construct the estimation of variance components based on the idea of ANOVA estimation. It is also showed that QR decomposition can reduce the amount of data in computation. Simultaneously,an improved estimation is obtained by the application of the covariance of quadratic forms of random variables. A nonnegative estimation of variance components is also given. |
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| Keywords: | linear mixed model estimation of variance components QR decomposition mean squared error |
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