Computation of variance components by the MINQUE method

J. Kleffe and B. Seifert

Journal of Multivariate Analysis, 1986, vol. 18, issue 1, 107-116

Abstract: We present a new method of computing C. R. Rao's MINQUE in variance component models (y = X[beta] + U1[xi]1 + ... + Up[xi]p), which requires only inversion and storage of ni - ni matrices, where ni is the number of columns in Ui. In many cases most of these matrices are of diagonal form. In particular, the derivation of MINQUE equations for univariate nested classification models does not need any inversion of matrices.

Keywords: Variance; components; computation; of; MINQUE; multivariate; models (search for similar items in EconPapers)
Date: 1986
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(86)90062-X
Full text for ScienceDirect subscribers only

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:eee:jmvana:v:18:y:1986:i:1:p:107-116

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().