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

Author

Listed:
  • Tatjana von Rosen

    (Stockholm University)

  • Dietrich von Rosen

    (Swedish University of Agricultural Sciences
    Linköping University)

  • Julia Volaufova

    (Biostatistics Program, LSU Health - New Orleans, School of Public Health)

Abstract

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.

Suggested Citation

  • Tatjana von Rosen & Dietrich von Rosen & Julia Volaufova, 2020. "A new method for obtaining explicit estimators in unbalanced mixed linear models," Statistical Papers, Springer, vol. 61(1), pages 371-383, February.
  • Handle: RePEc:spr:stpapr:v:61:y:2020:i:1:d:10.1007_s00362-017-0937-1
    DOI: 10.1007/s00362-017-0937-1
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