Estimation of a Variance Function, with Application to Immunoassay

Gillian M. Raab

Journal of the Royal Statistical Society Series C, 1981, vol. 30, issue 1, 32-40

Abstract: The problem of estimating variances by pooling information from a large number of small samples is tackled. Maximum likelihood methods are shown to be inconsistent, but a modified maximum likelihood method is described which gives consistent estimators. A modified likelihood ratio test of fit is also developed, and the application of these results to immunoassay data is described. Comparison with a regression method shows that if the variance function is given by an exponential model, and the observations are in sets of 2, 3 or 4, the modified maximum likelihood method has much greater efficiency.

Date: 1981
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.2307/2346655

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:30:y:1981:i:1:p:32-40

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9876

Access Statistics for this article

Journal of the Royal Statistical Society Series C is currently edited by R. Chandler and P. W. F. Smith

More articles in Journal of the Royal Statistical Society Series C from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().