53
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

VARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODEL

Pages 1499-1514 | Published online: 02 Sep 2006

REFERENCES

  • LaMotte , L.R. 1973 . On Non-negative Quadratic Unbiased Estimation of Variance Components . Journal of the American Statistical Association , 68 : 728 – 730 .
  • Swamy , P.A.V.B. and Arora , S.S. 1972 . The Exact Finite Sample Properties of Coefficients in the Error Components Regression Model . Econometrica , 40 : 261 – 275 .
  • Fuller , W.A. and Battese , G.E. 1974 . Estimation of Linear Models with Crossed-error Structure . Journal of Econometrics , 2 : 67 – 78 .
  • Rolle , J.D. 1994 . Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression . Journal of the American Statistical Association , 89 : 1378 – 1385 .
  • Hartung , J. 1981 . Nonnegative Minimum Biased Invariant Estimation in Variance Component Models . Annals of Statistics , 9 : 278 – 292 .
  • Elpelt , B. 1989 . On Linear Statistical Models of Commutative Quadratic Type . Communications in Statistics–-Theory and Methods , 18 : 3407 – 3450 .
  • Nerlove , M. 1971 . A Note on Error Components Models . Econometrica , 39 : 383 – 396 .
  • Rao , C.R. 1972 . Estimation of Variance and Covariance Components in Linear Models . Journal of the American Statistical Association , 67 : 112 – 115 .
  • Seely , J. 1971 . Quadratic Subspaces and Completeness . The Annals of Mathematical Statistics , 42 : 710 – 721 .
  • Graybill , F.A. 1983 . Matrices with Applications in Statistics, , 2nd Ed. Belmont, California : Wadsworth Inc. .
  • Graybill , F.A. 1976 . Theory and Application of the Linear Model North Scituate, Massachusetts : Duxbury Press .
  • Wang , C.M. 1990 . On the Lower Bound of Confidence Coefficients for a Confidence Interval on Variance Components . Biometrics , 46 : 187 – 192 .
  • Feige , E.L. 1964 . The Demand for Liquid Assets: A Temporal Cross-Section Analysis Englewood Cliffs : Prentice-Hall .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.