The three-fold nested random effects model

Journal of Statistical Planning and Inference

Volumn 64, Issue 2, 1997, Pages 341-352

  Rao, Poduri S R S ^a   Heckler, Charles E ^b  

^a UNIVERSITY OF ROCHESTER   (United States)

^b EASTMAN KODAK COMPANY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031573354     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(97)00004-9     Document Type: Article

References (14)

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3. Harville, D.A., 1977. Maximum likelihood approaches to variance component estimation and to related problems. J. Amer. Statist. Assoc. 72, 320-340.
4. Heckler, C.E., 1989. Estimators of the mean and the variance components in the three-fold nested random effects model. Ph.D. Dissertation, University of Rochester.
5. Heckler, C.E., Rao, P.S.R.S., 1985. Efficient estimation of variance components using staggered nested designs. Fall Technical Conference of the American Society for Quality Control, Corning, New York.
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9. Rao, C.R., 1972. Estimation of variance and covariance components in linear models. J. Amer. Statist. Assoc. 67, 112-115.
10. Rao, C.R., 1973. Linear Statistical Inference and its Applications, 2nd ed. Wiley, New York.
11. Rao, P.S.R.S., Kaplan, J., Cochran, W.G., 1981. Estimators for the one way random effects model with unequal variances. J. Amer. Statist. Assoc. 76, 89-97.
12. Rao, P.S.R.S., Kuranchie, P., 1988. Variance components of the linear regression model with a random intercept. Commun. Statist. Theory Methods 17, 1011-1026.
13. Sahai, H., 1976. A comparison of estimators of variance components in the balanced three-stage nested random effects model using mean squared error criterion. J. Amer. Statist. Assoc. 71 (354) 435-450.
14. Swallow, W.H., Monahan, J.F., 1984. Monte Carlo Comparison of ANOVA, MIVQUE, REML and ML estimators of variance components. Technometrics 12, 47-57.