Abstract
Estimation of variance components is one of the basic problems in linear models with mixed effects, and a vast literature exists on the subject. Unfortunately, there are only few situations in which uniformly best estimators exist, which usually results into need of using an iterative estimation procedure. A new non-iterative method, called least squares Lehmann–Scheffé method, was proposed and its superiority over commonly accepted methods was claimed. Since there was no scientific response to these claims, we decided to analyze it thoroughly.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
