Abstract
For a general mixed model a set of quadratic sufficient statistics is formed assuming initially the fixed effect parameters to be known and the weighted least squares (WLS) technique is then applied on the basis of these statistics. The estimate is finally obtained by replacing the true variances in the weights by some suitable consistent estimates. The fixed effect parameters assumed to be known earlier are also replaced by some consistent estimates. The estimate is generally simpler to calculate than the maximum likelihood estimate (MLE). It is also best asymptotically normal (BAN) in the same sense as the MLE for design sequences whose size increases to infinity in an orderly way. In fact for such design sequences the estimate is asymptotically equivalent to the MLE.
Sign-in/Register to access full text options 
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.
