Asymptotic Normality of the Anova Estimates of Components of Variance in the Nonnormal, Unbalanced Hierarchal Mixed Model
TLDR
In this article, the authors considered the non-normal, unbalanced hierarchal design and mild conditions for a sequence of such designs are specified so that the vector of normalized ANOVA estimates converges to a multivariate normal distribution.Abstract:
Despite their lack of optimality in unbalanced normally distributed models, the ANOVA estimates of components of variance are convenient and widely used. The hierarchal (nested) design is well suited to this estimation scheme. In this paper the nonnormal, unbalanced hierarchal design is considered and mild conditions for a sequence of such designs are specified so that the vector of normalized ANOVA estimates converges to a multivariate normal distribution. The nested structure permits an expression of the estimates in terms of a sum of independent quadratic forms in mean zero random variables plus smaller order remainder, and a theorem of Whittle (1960) establishes the Liapounov criterion. Distinguishing features of this paper are the limit theory of nonnormal unbalanced models and the allowance that some variances other than the error variance may be null.read more
Citations
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REML estimation: asymptotic behavior and related topics
TL;DR: In this paper, the authors show that the restricted maximum likelihood (REML) estimates of dispersion parameters (variance components) in a general (non-normal) mixed model are defined as solutions of the REML equations, and give a necessary and sufficient condition for asymptotic normality of Gaussian maximum likelihood estimates in non-normal cases.
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Asymptotic properties of restricted maximum likelihood (reml) estimates for hierarchical mixed linear models
Alice Richardson,Alan H. Welsh +1 more
TL;DR: In this article, the asymptotic distribution of the restricted maximum likelihood estimator of the variance components in a general mixed model is explored, and central limit theorems are obtained using elementary arguments with only mild conditions on the covariates in the fixed part of the model and without having to assume that the data are either normally or spherically symmetrically distributed.
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13 Approaches to the robust estimation of mixed models
Alan H. Welsh,Alice Richardson +1 more
TL;DR: The concept of restricted maximum likelihood estimation (REML), robust REML estimation, and Fellner's algorithmic approach are described in the chapter, which summarizes estimation based on maximising the Gaussian likelihood and discusses estimation basedon maximising a Student t likelihood and other modifications to the GaRussian likelihood.
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A Comparison of Variance Component Estimates for Arbitrary Underlying Distributions
TL;DR: In this article, the efficiency of one estimate relative to another is defined as the ratio of their asymptotic variances, and these efficiencies are evaluated numerically and analytically for a variety of nonnormal situations.
A bibliography on variance components an introduction and an update: 1984-2002
Hardeo Sahai,Anwer Khurshid +1 more
TL;DR: In particular, the study of variance through a class of linear models known as random and mixed models is a central topic in statistics with wide ramifications in both theory and applications as discussed by the authors.
References
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The Analysis of Variance
TL;DR: In this paper, the basic theory of analysis of variance by considering several different mathematical models is examined, including fixed-effects models with independent observations of equal variance and other models with different observations of variance.
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Monte Carlo Comparison of ANOVA, MIVQUE, REML, and ML Estimators of Variance Components
TL;DR: In this article, the among-and within-treatments variance components: analysis of variance (ANOVA), maximum likelihood, restricted maximum likelihood (REML), and two minimum variance quadratic unbiased (MIVQUE) estimators are compared.
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Asymptotic Properties of Maximum Likelihood Estimates in the Mixed Model of the Analysis of Variance
TL;DR: In this article, the authors show that in the mixed model of the analysis of variance, there is a sequence of roots of the likelihood equations which is consistent, asymptotically normal, and efficient in the sense of attaining the Cramer-Rao lower bound for the covariance matrix.
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Invariant Quadratic Unbiased Estimation for Two Variance Components
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