Variance Components

Shayle R. Searle, etc., George Casella, Charles E. McCulloch (Autoren)

Buch | Hardcover

528 Seiten

1992
John Wiley & Sons Inc (Verlag)
978-0-471-62162-1 (ISBN)

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Examines the estimation of variance components and the prediction of realized but unobservable values of random variables in both the analysis of variance models and in binary and discrete data. Major methods of estimating components are discussed, including ANOVA, ML, REML and Bayes.

This text presents a broad coverage of variance components. It deals with the estimation of variance components and the prediction of realized but unobservable values of random variables in analysis of variance models and in binary and discrete data. The authors begin with an introduction to the subject, which details more complicated types of data appearing in subsequent chapters. All the major methods of estimating components are discussed at length, including ANOVA, ML, REML, and Bayes. Topics covered include history, analysis of variance estimation, maximum likelihood (ML) estimation, prediction in mixed models, Bayes estimation and hierarchical models, categorical data, covariance components and minimum norm estimation, dispersion-mean model, kurtosis and fourth moments.

History and comment; the 1-way classification; balanced data; analysis of variance estimation for unbalanced data; maximum likelihood (ML) and restricted maximum likelihood (REML); prediction of random variables; computing ML and REML estimates; hierarchical models and Bayesian estimation; binary and discrete data; other procedures; the dispersion-mean model.

Erscheint lt. Verlag	14.4.1992
Reihe/Serie	Probability & Mathematical Statistics S.
Zusatzinfo	Ill.
Verlagsort	New York
Sprache	englisch
Maße	162 x 242 mm
Gewicht	765 g
Themenwelt	Mathematik / Informatik ► Mathematik
ISBN-10	0-471-62162-5 / 0471621625
ISBN-13	978-0-471-62162-1 / 9780471621621
Zustand	Neuware