Variance components of the linear regression model with a random intercept

Abstract

Several estimators for the variance components of the above model are derived. Biases and mean square errors of the estimators for small samples are examined. Results on the skewness and kurtosis coefficients and the large sample biases and mean square errors of these estimators are presented in detail.

Keywords:

• Anova; Minque
• Lse
• Asr
• Mimsqe
• Mle
• Skewness
• Kurtosis
• Kurtosis