A new method for the estimation of variance components directly from the sample covariance matrix

Hisham El‐Shishiny and Hussein Mansour

Applied Stochastic Models and Data Analysis, 1988, vol. 4, issue 4, 231-238

Abstract: Statistical techniques for the estimation of variance components are usually associated with methodological and computational difficulties. In this paper a new computational method for the estimation of variance components directly from the sample covariance matrix is proposed. A comparison between this method and the maximum likelihood method for variance component estimation, based on their computational performance, is made. Cases for balanced and unbalanced simulated data assuming a two‐way nixed model with correlated errors are considered, and a real‐life application in animal breeding is presented.

Date: 1988
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https://doi.org/10.1002/asm.3150040403

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:4:y:1988:i:4:p:231-238

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