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Approximations for Standard Errors of Estimators of Fixed and Random Effects in Mixed Linear Models
Abstract
Best linear unbiased estimators of the fixed and random effects of mixed linear models are available when the true values of the variance ratios are known. If the true values are replaced by estimated values, the mean squared errors of the estimators of the fixed and random effects increase in size. The magnitude of this increase is investigated, and a general approximation is proposed. The performance of this approximation is investigated in the context of (a) the estimation of the effects of the balanced one-way random model and (b) the estimation of treatment contrasts for balanced incomplete block designs.
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Cites
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Self-citation
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Cited by
Small sample inference for fixed effects from restricted maximum likelihood
Kenward, M. G., & Roger, J. H. (1997) · Biometrics · doi:10.2307/2533558 · Cited by 4,552
Random-effects model for meta-analysis of clinical trials: An update
DerSimonian, R., & Kacker, R. (2007) · Contemporary Clinical Trials · doi:10.1016/j.cct.2006.04.004 · Cited by 2,374
Bauer, D. J., Preacher, K. J., & Gil, K. M. (2006) · Psychological Methods · doi:10.1037/1082-989x.11.2.142 · Cited by 1,704
Random group effects and the precision of regression estimates
Moulton, B. R. (1986) · Journal of Econometrics · doi:10.1016/0304-4076(86)90021-7 · Cited by 1,626
Probing interactions in fixed and multilevel regression: Inferential and graphical techniques
Bauer, D. J., & Curran, P. J. (2005) · Multivariate Behavioral Research · doi:10.1207/s15327906mbr4003_5 · Cited by 1,506
Metadata
- Authors
- Kackar, R. N., & Harville, D. A.
- Venue
- Journal of the American Statistical Association
- Publisher
- Informa UK Limited
- Published
- 1984-12
- Volume
- 79
- Issue
- 388
- Pages
- 853-862
- ISSN
- 0162-1459 (ISSN-L)
- 1537-274X
- OpenAlex
- W2062913726
- Cited by
- 445
- References
- 2
- FWCI
- 5.24
- Type
- journal article
- Language
- en
- Open access
- closed
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- Kackar, R. N., & Harville, D. A. (1984). Approximations for Standard Errors of Estimators of Fixed and Random Effects in Mixed Linear Models. Journal of the American Statistical Association. https://doi.org/10.1080/01621459.1984.10477102
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