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A new method for obtaining explicit estimators in unbalanced mixed linear models
Stockholm University, Faculty of Social Sciences, Department of Statistics.
2017 (English)In: Statistical papers, ISSN 0932-5026, E-ISSN 1613-9798, p. 1-13Article in journal (Refereed) Epub ahead of print
Abstract [en]

The general unbalanced mixed linear model with two variance components is considered. Through resampling it is demonstrated how the fixed effects can be estimated explicitly. It is shown that the obtained nonlinear estimator is unbiased and its variance is also derived. A condition is given when the proposed estimator is recommended instead of the ordinary least squares estimator.

Place, publisher, year, edition, pages
2017. p. 1-13
Keywords [en]
Linear mixed models, Explicit estimators, Ordinary least squares estimators, Maximum likelihood estimators, Abstract bootstrapping
National Category
Probability Theory and Statistics
Research subject
Statistics; Mathematical Statistics
Identifiers
URN: urn:nbn:se:su:diva-148397DOI: 10.1007/s00362-017-0937-1OAI: oai:DiVA.org:su-148397DiVA, id: diva2:1151698
Funder
Riksbankens Jubileumsfond, P14-0641:1Available from: 2017-10-24 Created: 2017-10-24 Last updated: 2018-02-09Bibliographically approved

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