Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150415 | Journal of Statistical Planning and Inference | 2009 | 12 Pages |
Abstract
The mixed effects models with two variance components are often used to analyze longitudinal data. For these models, we compare two approaches to estimating the variance components, the analysis of variance approach and the spectral decomposition approach. We establish a necessary and sufficient condition for the two approaches to yield identical estimates, and some sufficient conditions for the superiority of one approach over the other, under the mean squared error criterion. Applications of the methods to circular models and longitudinal data are discussed. Furthermore, simulation results indicate that better estimates of variance components do not necessarily imply higher power of the tests or shorter confidence intervals.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Mi-Xia Wu, Kai-Fun Yu, Ai-Yi Liu,