Variance Components Estimation
Mixed Models, Methodologies and Applications (Monographs on Statistics & Applied Probability)
by Poduri S.R.S. Rao
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Variance Components Estimation deals with the evaluation of the variation between observable data or classes of data. This is an up-to-date, comprehensive work that is both theoretical and applied. Topics include ML and REML methods of estimation; Steepest-Acent, Newton-Raphson, scoring, and EM algorithms; MINQUE and MIVQUE, confidence intervals for variance components and their ratios; Bayesian approaches and hierarchical models; mixed models for longitudinal data; repeated measures and multivariate observations; as well as non-linear and generalized linear models with random effects.
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Variance Components Estimation: Mixed Models, Methodologies and Applications (Monographs on Statistics & Applied Probability)
June 1, 1997, Chapman & Hall/CRC
Hardcover
in English
- First edition
0412728605 9780412728600
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Book Details
First Sentence
"Variance components are the different sources contributing to the variation in an observation."
Edition Notes
Includes bibliographical references (pages 173-193) and indexes.
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Professor P.S.R.S. Rao provides a concise and well-written treatment of the estimation of variance components for one-way and two-way ANOVA with fixed, random and mixed effects models each considered separately and in detail.
Emphasis is placed on maximum likelihood, restricted maximum likelihood (REML) and the MINQUE (invention of C. R. Rao) and MIVQUE to estimate variance components under nonnegativity constraints. P.S.R.S Rao has himself contributed significantly to this research and his work and a lot of the early pioneering work on this problem is covered in this short monograph.
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| March 10, 2020 | Edited by Kaustubh Chakraborty | Added new cover |
| March 10, 2020 | Edited by Kaustubh Chakraborty | Corrected The Title of The Book and The Total Page Number. |
| March 10, 2020 | Edited by Kaustubh Chakraborty | Added description |
| April 28, 2010 | Edited by Open Library Bot | Linked existing covers to the work. |
| December 10, 2009 | Created by WorkBot | add works page |