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负方差估计情况下艾森哈特模型II和混合模型的一种替代方案

An Alternative to Eisenhart's Model II and Mixed Model in the Case of Negative Variance Estimates

Journal of the American Statistical Association · 1984
被引 15
ABS 4

中文导读

针对方差成分估计为负的问题,提出将某些参数视为协方差而非方差的替代模型,并给出估计和假设检验的分布结果。

Abstract

Abstract An alternative model useful for addressing the problem of negative variance component estimators is proposed. Specifically, it is possible to view certain of the parameters as covariances rather than as variances. Thus, the problems of the negative variance component estimator may be resolved by using a different model. Distributional results relating to both estimation and tests of hypotheses are also given. Key Words: Variance componentNegative estimator of a variance componentEisenhart Model IIMixed model

计量经济学方差分析统计模型方差成分估计