Least Squares and Minimum MSE Estimators of Variance Components in Mixed Linear Models |
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| Authors: | J. Volaufov ,V. Witkovský |
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| Affiliation: | J. Volaufová,V. Witkovský |
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| Abstract: | The paper deals with the quadratic invariant estimators of the linear functions of variance components in mixed linear model. The estimator with locally minimal mean square error with respect to a parameter ? is derived. Under the condition of normality of the vector Y the theoretical values of MSE of several types of estimators are compared in two different mixed models; under a different types of distributions a simulation study is carried out for the behaviour of derived estimators. |
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| Keywords: | Mixed linear model Variance-covariance components model Quadratic estimator Least squares estimator Locally best- mean square error estimator |
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