Economics, Econometrics and Finance
8 years ago

New method accurately estimates variance components in linear mixed models.

Journal of Mathematical Research and Exposition
On Spectral Decomposition Estimate for a Class of Linear Mixed Models
Shi Jian-hong

Paper Summary

Related papers

Theme background image
Computer Science
8 years ago

New method simplifies estimating and understanding variance components in statistical models.

Neural Networks
Multicollinearity
Multi-Criteria Decision
1 view
Theme background image
Agricultural and Biological Sciences
7 years ago

New method for estimating variance components in linear models revolutionizes data analysis.

Food Quality
Health Safety
1 view
Theme background image
Mathematics
7 years ago

New method simplifies variance computation for intersecting independent samples!

Missing Data
Regularization Methods
Multicollinearity
2 views

The spectral decomposition estimate (SDE) is a new method for estimating fixed effects and variance components in linear mixed models. This study focused on SDE in models with two variance components. The researchers found conditions where the analysis of variance estimate equals the SDE of variance components. They also showed that the SDE of variance components is the most accurate estimate under certain circumstances.