Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
A new method for obtaining explicit estimators in unbalanced mixed linear models
Stockholm University, Faculty of Social Sciences, Department of Statistics.ORCID iD: 0000-0002-8610-0365
2020 (English)In: Statistical papers, ISSN 0932-5026, E-ISSN 1613-9798, Vol. 61, no 1, p. 371-383Article in journal (Refereed) Published
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
2020. Vol. 61, no 1, p. 371-383
Keywords [en]
Linear mixed models, Explicit estimators, Ordinary least squares estimators, Maximum likelihood estimators, Abstract bootstrapping
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:su:diva-148397DOI: 10.1007/s00362-017-0937-1ISI: 000521495900019OAI: oai:DiVA.org:su-148397DiVA, id: diva2:1151698
Funder
Riksbankens Jubileumsfond, P14-0641:1Available from: 2017-10-24 Created: 2017-10-24 Last updated: 2022-02-28Bibliographically approved

Open Access in DiVA

fulltext(708 kB)347 downloads
File information
File name FULLTEXT01.pdfFile size 708 kBChecksum SHA-512
c93867501ea151d3b8228d8753360f48834b29810794be4f41382dce57377f01d475eb2bc51613058e5175317f436d4685a1cc00be4a4cfb153a3d743e0943d5
Type fulltextMimetype application/pdf

Other links

Publisher's full text

Authority records

von Rosen, Tatjanavon Rosen, Dietrich

Search in DiVA

By author/editor
von Rosen, Tatjanavon Rosen, Dietrich
By organisation
Department of Statistics
In the same journal
Statistical papers
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar
Total: 347 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 391 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf