Bibliographic Information

Variance components

Shayle R. Searle, George Casella, Charles E. McCulloch

(Wiley series in probability and mathematical statistics, . Applied probability and statistics)

Wiley, c1992

Available at  / 48 libraries

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Note

"A Wiley-Interscience publication."

Includes bibliographical references (p. 475-489) and indexes

Description and Table of Contents

Description

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.

Table of Contents

  • 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.

by "Nielsen BookData"

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Details

  • NCID
    BA17069592
  • ISBN
    • 0471621625
  • LCCN
    91018067
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    New York
  • Pages/Volumes
    xxiii, 501 p.
  • Size
    25 cm
  • Classification
  • Subject Headings
  • Parent Bibliography ID
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