UNBIASEDNESS OF THE ESTIMATOR OF THE FUNCTION OF EXPECTED VALUE IN THE MIXED LINEAR-MODEL

被引：0

作者：

KLACZYNSKI, K ^{[1
]}

MOLINSKA, A ^{[1
]}

MOLINSKI, K ^{[1
]}

机构：

[1] POZNAN ACAD ARG,DEPT MATH & STAT METHODS,POZNAN,POLAND

来源：

BIOMETRICAL JOURNAL | 1994年 / 36卷 / 02期

关键词：

UNBIASEDNESS; MIXED LINEAR MODEL; VARIANCE COMPONENT ESTIMATOR;

D O I：

10.1002/bimj.4710360211

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

The traditional method for estimating the linear function of fixed parameters in mixed linear model is a two-stage procedure. In the first stage of this procedure the variance components estimators are calculated and next in the second stage these estimators are taken as true values of variance components to estimating the linear function of fixed parameters according to generalized least squares method. In this paper the general mixed linear model is considered in which a matrix related to fixed parameters and or/a dispersion matrix of observation vector may be deficient in rank. It is shown that the estimators of a set of functions of fixed parameters obtained in second stage arc unbiased if only the observation vector is symmetrically distributed about its expected value and the estimators of variance components from first stage are translation-invariant and are even functions of the observation vector.

引用

页码：185 / 191

页数：7

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