| 方差分量谱分解估计的几个性质 |
| |
| 引用本文： | 史建红,王松桂.方差分量谱分解估计的几个性质[J].应用概率统计,2004,20(3):287-294. |
| |
| 作者姓名： | 史建红 王松桂 |
| |
| 作者单位： | 北京工业大学应用数理学院,北京,100022 |
| |
| 基金项目： | The work was supported by the National Natural Science Foundation of China(10271010)，the Natural Science Foundation
of Beijing(1032001). |
| |
| 摘 要： | 对于线性混合模型中方差分量的估计，虽有多种方法，但一般情况下只有方差分析估计和谱分解估计有显式解，本文就线性混合模型中含两个方差分量的情形，对方差分析估计和谱分解估计进行了比较，证明了在一些条件下两个估计的方差相等，由此推出谱分解估计也具有方差分析估计的某些优良性．文末用实例进一步说明了文中的结果．
|
| 关 键 词： | 谱分解估计 方差分析估计 方差分量 线性混合模型 |
Some Properties of Spectral Decomposition Estimate of Variance Components |
| |
| Abstract.Some Properties of Spectral Decomposition Estimate of Variance Components[J].Chinese Journal of Applied Probability and Statisties,2004,20(3):287-294. |
| |
| Authors: | Abstract |
| |
| Abstract: | Although there exist many estimates of variance components in linear mixed effects models, only the spectral decomposition estimate (SDE) and analysis of variance estimate (ANOVAE) have closed form in the general case. In this paper we compare the SDE with the ANOVAE in the linear mixed model with two variance components. Our results show that these two estimates of the variance components have the equal variance under some conditions. Thus the SDE shares some optimalities of the ANOVAE. Two examples are given to illustrate our theoretical results. |
| |
| Keywords: | Spectral decomposition estimate ANOVAE variance component linear mixed model |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
