A new method for obtaining explicit estimators in unbalanced mixed linear models

The general unbalanced mixed linear model with two variance components is considered. Through resampling it is demonstrated how the fixed effects can be estimated explicitly. It is shown that the obtained nonlinear estimator is unbiased and its variance is also derived. A condition is given when the...

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Veröffentlicht in:	Statistical papers (Berlin, Germany) Germany), 2020-02, Vol.61 (1), p.371-383
Hauptverfasser:	von Rosen, Tatjana, von Rosen, Dietrich, Volaufova, Julia
Format:	Artikel
Sprache:	eng
Schlagworte:	Abstract bootstrapping Economic models Economic Theory/Quantitative Economics/Mathematical Methods Economics Estimating techniques Explicit estimators Finance Insurance Linear mixed models Management matematisk statistik Mathematical Statistics Mathematics Mathematics and Statistics Maximum likelihood estimators Operations Research/Decision Theory Ordinary least squares estimators Physical Sciences Probability Theory and Statistics Probability Theory and Stochastic Processes Regular Article Resampling Sannolikhetsteori och statistik Science & Technology Statistics Statistics & Probability Statistics for Business
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Zusammenfassung:	The general unbalanced mixed linear model with two variance components is considered. Through resampling it is demonstrated how the fixed effects can be estimated explicitly. It is shown that the obtained nonlinear estimator is unbiased and its variance is also derived. A condition is given when the proposed estimator is recommended instead of the ordinary least squares estimator.
ISSN:	0932-5026 1613-9798 1613-9798
DOI:	10.1007/s00362-017-0937-1