کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1153832 | 958355 | 2007 | 6 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Difference-based estimation for error variances in repeated measurement regression models
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Difference-based estimation for error variances in repeated measurement regression models Difference-based estimation for error variances in repeated measurement regression models](/preview/png/1153832.png)
چکیده انگلیسی
Consider a repeated measurement regression model yij=g(xi)+εij where i=1,â¦,n, j=1,â¦,m, yij's are responses, g(·) is an unknown function, xi's are design points, εij's are random errors with a one-way error component structure, i.e. εij=μi+νij, μi and νij's are i.i.d random variables with mean zero, variance Ïμ2 and Ïν2, respectively. This paper focuses on estimating Ïμ2 and Ïν2. It is well known that although the residual-based estimator of Ïν2 works very well the residual-based estimator of Ïμ2 works poorly, especially when the sample size is small. We here propose a difference-based estimation and show the resulted estimator of Ïμ2 performs much better than the residual-based one. In addition, we show the difference-based estimator of Ïν2 is equal to the residual-based one. This explains why the residual-based estimator of Ïν2 works very well even when the sample size is small. Another advantage of the difference-based estimation is that it does not need to estimate the unknown function g(·). The asymptotic normalities of the difference-based estimators are established.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 77, Issue 8, 15 April 2007, Pages 811-816
Journal: Statistics & Probability Letters - Volume 77, Issue 8, 15 April 2007, Pages 811-816
نویسندگان
Qinfeng Xu, Jinhong You,