Estimation in a simple random effects model with nonnormal distributions

被引:19
作者
Cox, DR [1 ]
Hall, P
机构
[1] Univ Oxford, Nuffield Coll, Oxford OX1 1PP, England
[2] Australian Natl Univ, Ctr Math & Applicat, Canberra, ACT 0200, Australia
关键词
components of variance; cumulant; group effect; moment; nonnormal error distribution; random effects; U-statistic;
D O I
10.1093/biomet/89.4.831
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
A simple structural model is considered involving the addition of two random variables representing between- and within-group variation. Methods for estimating the cumulants of the two components of variation are proposed, based on homogeneous polynomials in the data. Emphasis is placed on situations in which the number of observations per group is quite small. In some cases an essentially unique estimator is available, whereas in others there is a family of possible consistent estimators. The choice of the polynomial is considered.
引用
收藏
页码:831 / 840
页数:10
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