Variance components estimators in a replicated regression model
František Štulajter (1986)
Mathematica Slovaca
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Displaying similar documents to “Some limit properties of an approximate least squares estimator in a nonlinear regression model with correlated nonzero mean errors.”
Variance components estimators in a replicated regression model
Mean square error matrix of an approximate least squares estimator in a nonlinear regression model with correlated errors.
Štulajter, F. (1992)
Acta Mathematica Universitatis Comenianae. New Series
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Variance of Plug-in Estimators in Multivariate Regression Models
Lubomír Kubáček, Jana Vrbková (2013)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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Variance components in regression models are usually unknown. They must be estimated and it leads to a construction of plug–in estimators of the parameters of the mean value of the observation matrix. Uncertainty of the estimators of the variance components enlarge the variances of the plug–in estimators. The aim of the paper is to find this enlargement.
The Type A Uncertainty
Lubomír Kubáček, Eva Tesaříková (2011)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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If in the model of measurement except useful parameters, which are to be determined, other auxiliary parameters occur as well, which were estimated from another experiment, then the type A and B uncertainties of measurement results must be taken into account. The type A uncertainty is caused by the new experiment and the type B uncertainty characterizes an accuracy of the parameters which must be used in estimation of useful parameters. The problem is to estimate of the type A uncertainty...