In linear mixed models, there are two kinds of unknown parameters: one is the fixed effect, theother is the variance component. In this paper, new estimates of these parameters, called the spectral decom-position esti...In linear mixed models, there are two kinds of unknown parameters: one is the fixed effect, theother is the variance component. In this paper, new estimates of these parameters, called the spectral decom-position estimates, are proposed, Some important statistical properties of the new estimates are established,in particular the linearity of the estimates of the fixed effects with many statistical optimalities. A new methodis applied to two important models which are used in economics, finance, and mechanical fields. All estimatesobtained have good statistical and practical meaning.展开更多
基金This work was supported by the National Natural Science Foundation of China, the Natural Science Foundation of Beijing, and a project of Science and Technology of Beijing Education Committee.
文摘In linear mixed models, there are two kinds of unknown parameters: one is the fixed effect, theother is the variance component. In this paper, new estimates of these parameters, called the spectral decom-position estimates, are proposed, Some important statistical properties of the new estimates are established,in particular the linearity of the estimates of the fixed effects with many statistical optimalities. A new methodis applied to two important models which are used in economics, finance, and mechanical fields. All estimatesobtained have good statistical and practical meaning.
