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.