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MINQUE方差分量估计计算的回归解释

A Regression Interpretation of the Computation of MINQUE Variance Component Estimates

Journal of the American Statistical Association · 1980
被引 2
ABS 4

中文导读

本文用回归残差解释MINQUE方差分量估计的计算过程,证明其可在O(n)时间内完成,且大部分计算可用标准回归程序实现。

Abstract

Abstract Liu and Senturia (1977) proved that the MINQUE of variance components in the general mixed analysis of variance can be computed in O(n) time, with n the number of observations. This can be proved in a simpler way by interpreting the intermediate steps in the computation as regression residuals. Hence, most of the calculations can consequently be performed by a standard regression program.

计量经济学方差分析回归分析统计学