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Computation of variance components by the MINQUE method

Author

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  • Kleffe, J.
  • Seifert, B.

Abstract

We present a new method of computing C. R. Rao's MINQUE in variance component models (y = X[beta] + U1[xi]1 + ... + Up[xi]p), which requires only inversion and storage of ni - ni matrices, where ni is the number of columns in Ui. In many cases most of these matrices are of diagonal form. In particular, the derivation of MINQUE equations for univariate nested classification models does not need any inversion of matrices.

Suggested Citation

  • Kleffe, J. & Seifert, B., 1986. "Computation of variance components by the MINQUE method," Journal of Multivariate Analysis, Elsevier, vol. 18(1), pages 107-116, February.
    • Handle: RePEc:eee:jmvana:v:18:y:1986:i:1:p:107-116
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