MIVQUE and REML Estimators of Variance Components under Proportionality Condition

In this study, a one-way random effect model with unequal cell variances is considered, and the Minimum Variance Quadratic Unbiased Estimator (MIVQUE) and Restricted Maximum Likelihood (REML) estimator of the variance components are studied. The algebraic inversion of the variance matrix of the observation vector is obtained to achieve some computational convenience. Using the proportionality condition described by Talukder (1992) that the cell sizes are proportional to the cell variances, MIVQUE and REML estimators are shown to be the same as the ANOVA estimators.     

Confidence Intervals on Ratios of Variance Components for the Unbalanced Two Factor Nested Model

The model considered in this article is the two-factor nested unbalanced variance component model: for p = 1, 2, …, P; q = 1, 2, …, Q_p; and r = 1, 2, …, R_pq. The random variables Y_pqr are observable. The constant μ is an unknown parameter, and A_p, B_pq and C_pqr are (unobservable) normal and independently distributed random variables with zero means and finite variances σ²_A, σ²_B, and σ²_C, respectively. Approximate confidence intervals on ?_A and ?_B using unweighted means are derived, where The performance of these approximate confidence intervals are evaluated using computer simulation. The simulated results indicate that these proposed confidence intervals perform satisfactorily and can be used in applied problems.     

Evaluation of the Best Linear Unbiased Prediction in Mixed Linear Models with Estimated Variance Components by Means of the MSE of Prediction and the Genetic Selection Differential

Prediction in mixed linear models by Henderson 's (1972) BLUP (Best Linear Unbiased Prediction) requires knowledge of the underlying variance/covariance components to have the property ‘best’. In breeding value prediction these parameters are not known, generally. They have to be replaced by estimations and BLUP becomes estimated BLUP (EBLUP). The aim of this investigation was the evaluation of EBLUP with help of a designed simulation experiment. Criteria used for the evaluation were the mean squared error (MSE) and the (genetic) selection differential (GSD). Besides, an idea of the overestimation of the accuracy of EBLUP by the naive MSE approximation based on the MSE formulas of BLUP with variance component estimations instead of unknown parameters is given.     

Least Squares and Minimum MSE Estimators of Variance Components in Mixed Linear Models

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.     

Small Sample Correction for the Variance of GEE Estimators

When clustered multinomial responses are fit using the generalized logistic link, Morel (1989) introduced a small sample correction in the Taylor series based estimator of the covariance matrix of the parameter estimates. The correction reduces the bias of the Type I error rates in small samples and guarantees positive definiteness of the estimated variance‐covariance matrix. It is well known that small sample bias in the use of the Delta method persists in any application of the Generalized Estimating Equations (GEE) methodology. In this article, we extend the correction originally suggested for the generalized logistic link, to other link functions and distributions, when parameters are estimated by GEE. In a Monte Carlo study with correlated data generated under different sampling schemes, the small sample correction has been shown to be effective in reducing the Type I error rates when the number of clusters is relatively small.     

On an Unbiased Variance Estimator for the WILCOXON-MANN-WHITNEY-Statistic Based on Ranks

For some applications of the WILCOXON-MANN-WHITNEY-statistic its variance has to be estimated. So e.g. for the test of POTTHOFF (1963) to detect differences in medians of two symmetric distributions as well as for the computation of approximate, confidence bounds for the probability P(X₁ ≥ X₂), cf. GOVINDARAJULU (1968). In the present paper an easy to compute variance estimator is proposed which as only information uses the ranks of the data with the additional property that it is unbiased for the finite variance. Because of its invariance under any monotone transformation of the data its applicability is not confined to quantitative data. The estimator may be applied to ordinal data just as well. Some properties are discussed and a numerical example is given.     

Confidence Intervals and Tests of Hypotheses on Variance Components in an Unbalanced Two-fold Nested Design

Confidence intervals and tests of hypotheses on variance components are required in studies that employ a random effects design. The unbalanced random two-fold nested design is considered in this paper and confidence intervals are proposed for the variance components σ2/A and σ2/B. Computer simulation is used to show that even in very unbalanced designs, these intervals generally maintain the stated confidence coefficient. The hypothesis test for σ2/A based on the lower bound of the recommended confidence interval is shown to be better than previously proposed approximate tests.     

The Residual Likelihood Ratio Test for the Variance Ratio in a Linear Model with Two Variance Components

Residual maximum likelihood has proved to be a successful approach to the estimation of variance components. In this paper, its counterpart in testing, the residual likelihood ratio test, is applied to testing the ratio of two variance components. The test is compared with the Wald test and the locally most powerful invariant test.     

A Class of Almost Unbiased Estimators for Finite Populations Mean Using Two Auxiliary Variables

For estimating finite population mean -Y₀ of study character y₀, a class of almost unbiased estimators applying jackknife technique envisaged by Quenouille (1956) is derived. Optimum unbiased estimator (OUE) is also investigated with its variance formula. An empirical study is carried out to demonstrate the performance of the constructed estimator over the usual unbiased estimator, Srivastava (1965), Singh (1967), Singh and Biradar (1992), Tracy , Singh , and Singh (1996) and other almost unbiased estimators.     

Epistasis and Its Contribution to Genetic Variance Components

We present a new parameterization of physiological epistasis that allows the measurement of epistasis separate from its effects on the interaction (epistatic) genetic variance component. Epistasis is the deviation of two-locus genotypic values from the sum of the contributing single-locus genotypic values. This parameterization leads to statistical tests for epistasis given estimates of two-locus genotypic values such as can be obtained from quantitative trait locus studies. The contributions of epistasis to the additive, dominance and interaction genetic variances are specified. Epistasis can make substantial contributions to each of these variance components. This parameterization of epistasis allows general consideration of the role of epistasis in evolution by defining its contribution to the additive genetic variance.     

Estimation of Linear Regression Model with Random Coefficients Ensuring Almost Non-Negativity of Variance Estimators

For a linear regression model with random coefficients, this paper considers the estimation of the mean of coefficient vector which, in turn, involves the estimation of variances of random coefficients. The conventional estimation methods for it sometimes provides negative estimates. In order to circumvent this kind of difficulty, a proposal is forwarded and is examined in the light of existing ones.     

Stochastically Independent Components in the Analysis of Variance

In this paper an analysis of a sum of squares for linear hypothesis in a fixed linear model is presented. The analysis is based on a partition of sum of squares into independent components. These components are treated as sums of squares for hypotheses implied by an overall one. In the special case components of a sum of squares are distributed with one degree of freedom each and hypotheses concern single parametric functions. In the model not of full rank the form of a sum of squares is transformed before partitioning. The case of the model for cross classification is considered in details. Next the cases of the model of full rank and the one with restrictions on parameters are discussed. The model for balanced design with unweighted restrictions on parameters is considered in details. In this case sume of squares for orthogonal contrasts are obtained from analysis of the sum of squares for hypothesis concerning main or interaction effects.     

Prediction of Complex Human Traits Using the Genomic Best Linear Unbiased Predictor

Despite important advances from Genome Wide Association Studies (GWAS), for most complex human traits and diseases, a sizable proportion of genetic variance remains unexplained and prediction accuracy (PA) is usually low. Evidence suggests that PA can be improved using Whole-Genome Regression (WGR) models where phenotypes are regressed on hundreds of thousands of variants simultaneously. The Genomic Best Linear Unbiased Prediction (G-BLUP, a ridge-regression type method) is a commonly used WGR method and has shown good predictive performance when applied to plant and animal breeding populations. However, breeding and human populations differ greatly in a number of factors that can affect the predictive performance of G-BLUP. Using theory, simulations, and real data analysis, we study the performance of G-BLUP when applied to data from related and unrelated human subjects. Under perfect linkage disequilibrium (LD) between markers and QTL, the prediction R-squared (R²) of G-BLUP reaches trait-heritability, asymptotically. However, under imperfect LD between markers and QTL, prediction R² based on G-BLUP has a much lower upper bound. We show that the minimum decrease in prediction accuracy caused by imperfect LD between markers and QTL is given by (1−b)², where b is the regression of marker-derived genomic relationships on those realized at causal loci. For pairs of related individuals, due to within-family disequilibrium, the patterns of realized genomic similarity are similar across the genome; therefore b is close to one inducing small decrease in R². However, with distantly related individuals b reaches very low values imposing a very low upper bound on prediction R². Our simulations suggest that for the analysis of data from unrelated individuals, the asymptotic upper bound on R² may be of the order of 20% of the trait heritability. We show how PA can be enhanced with use of variable selection or differential shrinkage of estimates of marker effects.     

Confidence Intervals on the Total Variance in an Unbalanced Two-fold Nested Design

Confidence intervals on the total variance in an unbalanced random two-fold nested design are constructed and compared. Computer simulation indicates the proposed intervals provide confidence coefficients that are generally close to the stated level.     

A Variance Components Model for Analyzing Repeated Measures Designs with Non-Stationary Error Structure

When data are collected in the form of multiple measurements on several subjects, they are often analyzed as repeated measures data with some stationary error structure assumed for the errors. For data with non-stationary error structure, the multivariate model is often used. The multivariate model imposes restrictions that are often not met in practice by data of such type. At the same time, they ignore valuable information in the data that are related to time dependencies and time relations. In this paper, we propose a model that is a reparametrization of the multivariate model and is suitable to analyze general repeated measures designs with non-stationary error structure. The model is shown to be a variance components model whose components are estimated using the method of maximum likelihood. Several other properties of the model are derived and discussed including tests of significance. Finally, an example on neurological data is included to demonstrate its application in biological sciences.     

Optimum Designs for Estimating the Variance Components in a Simple Variance Component Model (Model II), I

The methods of optimal designing of experiments proposed by WALD (1943) are used for determination of an A_σ2-optimal concrete design for estimation of σ^2′ = (σ, σ) in case of one-way analysis of variance. Starting point of definition of the optimality criterion is a quadratic loss matrix.     

Rapid Golgi Analysis Method for Efficient and Unbiased Classification of Dendritic Spines

Dendritic spines are the primary recipients of excitatory synaptic input in the brain. Spine morphology provides important information on the functional state of ongoing synaptic transmission. One of the most commonly used methods to visualize spines is Golgi-Cox staining, which is appealing both due to ease of sample preparation and wide applicability to multiple species including humans. However, the classification of spines is a time-consuming and often expensive task that yields widely varying results between individuals. Here, we present a novel approach to this analysis technique that uses the unique geometry of different spine shapes to categorize spines on a purely objective basis. This rapid Golgi spine analysis method successfully conveyed the maturational shift in spine types during development in the mouse primary visual cortex. This approach, built upon freely available software, can be utilized by researchers studying a broad range of synaptic connectivity phenotypes in both development and disease.