A Regression Interpretation of the Computation of MINQUE Variance Component Estimates
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 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.