m. 589-808 Biometrica U i ,Cornell University, Itheoe, URA nt Estimating Multivariate Variance and Covariance Components Using Quadratic and Bilinear Forms1 Contribution to disorraajon of âAn invarimoe property for t i and sebond order momenta of entimated variance-oovrrianoe oomponentaâ by H. Aasws at the lgth â â W o n on Stooh.Sticaâ Akademie der Wiseensohaften, Berlin, DDR J ~ n a 12,1978 y 1. The Unirariate Case 1.1. The morlel Notation first USMI by FLurrmy and RAO(1967) and many others can be adaphd so aa to write the general linear model for a vector x of N realized v 8 b e of tbe mndom variable X &B (1) X= PI+ 2 Z,bi ill where , i a general mean, 1 is a vector on 8 onea, the bi for i= 1, . . . , c- 1 am u s vectors of qi effects and the Zi &re known matricee, with bc=e,a vector of residual error terms, and Zc= I. For the random effects model (the model used in , tbe AHRENSâ paper, namely EIS&NH~RTâR 11), Model E(bi) 0 , var (bi) 41, and cov ( b ,bi,)= 0 i + iâ = = with 9; =N
Biometrical Journal – Wiley
Published: Jan 1, 1979
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