The DOI matches its Crossref record; 21 of the 21 references it cites were found in a registry or an index.
Analysis of Variance: Estimation of Variance Components (Model II of the Analysis of Variance)
Abstract
This chapter considers models of the analysis of variance (ANOVA) where all factors are random. The model in this case is known as model II. The chapter describes a theorem that allows statisticians to calculate the expectations of the mean squares of an ANOVA based on model II, which is of importance to one of the methods for estimating the components σ2i and σ2. The chapter applies the method of Henderson for several classifications. The estimator of a component is reached by replacing all observed values in the corresponding equation of the estimate by the corresponding random variables. The chapter describes components with the estimation tests of hypotheses about the variance. Besides the method of Henderson, three further methods are mainly in use. These include the maximum likelihood method (ML), the restricted ML (REML), and the MINQUE method. Each of these four methods can be performed by SPSS.
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Cites
An Approximate Distribution of Estimates of Variance Components
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Estimation of Variance and Covariance Components
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Estimating the Degrees of Freedom for Linear Combinations of Mean Squares by Satterthwaite's Formula
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On Linear Combinations of Several Variances
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On Quadratic Estimates of Variance Components
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(2008) · Oldenbourg Wissenschaftsverlag eBooks · doi:10.1524/9783486843965 · Cited by 40
Methods of variance component estimation
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Self-citationA Comparison of Some Approximate F-Tests
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Self-citationπPS Sampling Designs and the Horvitz-Thompson Estimator
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Gemischte Klassifikationen der dreifachen Varianzanalyse
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Research works printed but not linked: 6
- Drygas H., 1980, Mathematical Statistics, Banach Centre Publications, 95
- Hammersley J. M., 1949, The unbiased estimate and standard error of the interclass variance, Metron, 15, 189
- Herrendörfer G., 1976, Versuchsplanung im linearen Modell – Schätzung von Varianzkomponenten und eingeschränkte Messwerterfassung bei der Schätzung und dem Vergleich von Mittelwerten und Regressionskoeffizienten
- 10.2307/2284244 · DOI
- Searle S. R., 1971, Linear Models
- Townsend E. C., 1968, Unbiased estimators of variance components in simple unbalanced designs
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Metadata
- Authors
- Rasch, D., & Schott, D.
- Affiliations
- BOKU University (AT)
- Wismar University of Applied Sciences (DE)
- ORCID
- Dieter Rasch
- Venue
- Mathematical Statistics
- Publisher
- Wiley
- Published
- 2018-01-12
- Pages
- 293-340
- OpenAlex
- W4247619294
- Cited by
- 0
- References
- 21
- Type
- other
- Language
- en
- Open access
- closed
- Locations
- Wiley eBooks (publishedVersion)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
- Keywords
- random effects models, variance component estimation, maximum likelihood estimation, restricted maximum likelihood, MINQUE, SPSS
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