Some equalities for estimations of variance components in a general linear model and its restricted and transformed models |
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| Authors: | Yongge Tian Chunmei Liu |
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| Affiliation: | a China Economics and Management Academy, Central University of Finance and Economics, Beijing 100081, Chinab School of Information Management and Engineering, Shanghai University of Finance and Economics, Shanghai 200433, China |
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| Abstract: | For the unknown positive parameter σ2 in a general linear model  , the two commonly used estimations are the simple estimator (SE) and the minimum norm quadratic unbiased estimator (MINQUE). In this paper, we derive necessary and sufficient conditions for the equivalence of the SEs and MINQUEs of the variance component σ2 in the original model ?, the restricted model  , the transformed model  , and the misspecified model  . |
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| Keywords: | 62J05 62J10 62H12 15A09 |
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