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Orientador(es)
Resumo(s)
This paper deals with the estimability of variance components, in mixed models, when the dimension of the
commutative algebra, spanned by all possible variance-covariance matrices, is greater than the number of linearly independente unknown variance components. As example we present an application to a random three-factor crossed-model.
Descrição
Palavras-chave
Inference Linear models Variance components